Displaying 20 results from an estimated 10000 matches similar to: "model selection method - step() or bic.glm()"
2012 Jul 26
0
Using pspline in bic.surv of BMA package
Hi,
I'm trying to using pspline in bic.surv{BMA}.
#############################
library(BMA)
library(survival)
data(veteran)
test.bic.surv<- bic.surv(Surv(time,status) ~ karno+pspline(age,df=3)+diagtime+prior, data = veteran, factor.type = TRUE)
summary(test.bic.surv, conditional=FALSE, digits=2)
#############################
The results are:
2012 May 18
0
Forecast package, auto.arima() convergence problem, and AIC/BIC extraction
Hi all,
First:
I have a small line of code I'm applying to a variable which will be
placed in a matrix table for latex output of accuracy measures:
acc.aarima <- signif(accuracy(forecast(auto.arima(tix_ts,
stepwise=FALSE), h=365)), digits=3).
The time series referred to is univariate (daily counts from 12-10-2010
until 5-8-2010 (so not 2 full periods of data)), and I'm working on
2007 Sep 17
1
Stepwise logistic model selection using Cp and BIC criteria
Hi,
Is there any package for logistic model selection using BIC and Mallow's Cp
statistic? If not, then kindly suggest me some ways to deal with these
problems.
Thanks.
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2006 Aug 03
1
how to use the EV AND condEV from BMA's results?
Dear friends,
In R, the help of "bic.glm" tells the difference between postmean(the
posterior mean of each coefficient from model averaging) and
condpostmean(the posterior mean of each coefficient conditional on the
variable being included in the model), But it's still unclear about the
results explanations, and the artile of Rnews in 2005 on BMA still don't
give more detail on
2001 Feb 22
1
bic.logit
I have been contacted by a researcher who would like to use the
bic.logit function (http://lib.stat.cmu.edu/S/bic.logit) for S-PLUS
which applies Bayesian Model Averaging to variable selection for
logistic regression. I can see that the S-PLUS function uses a call
to a Fortran "leaps" function, which does not seem to be available in
R.
Has this method or a similar method been ported to
2009 Mar 18
3
Extreme AIC or BIC values in glm(), logistic regression
Dear R-users,
I use glm() to do logistic regression and use stepAIC() to do stepwise model
selection.
The common AIC value comes out is about 100, a good fit is as low as around
70. But for some model, the AIC went to extreme values like 1000. When I
check the P-values, All the independent variables (about 30 of them)
included in the equation are very significant, which is impossible, because
we
2006 Apr 13
1
Guidance on step() with large dataset (750K) solicited...
Hi.
Background - I am working with a dataset involving around 750K
observations, where many of the variables (8/11) are unordered factors.
The typical model used to model this relationship in the literature has
been a simple linear additive model, but this is rejected out of hand by
the data. I was asked to model this via kernel methods, but first wanted
to play with the parametric
2007 Oct 24
0
BMA and Poisson regression
Hi !
I have been using BMA (bayesian model Averaing) package for modeling
purposes, but was faced with a problem of incorporating offset term in the
Poisson regression of disease rates. It looks like bic.glm does not accept
offset keyword like glm ? Any ways to solve the problem using wt option in
BMA?
Janne Pitk?niemi
--
Department of Public Health
P.O.Box 41 (Mannerheimintie 172)
00014
2019 Dec 27
1
"simulate" does not include variability in parameter estimation
On 2019-12-27 04:34, Duncan Murdoch wrote:
> On 26/12/2019 11:14 p.m., Spencer Graves wrote:
>> Hello, All:
>>
>>
>> ? ????? The default "simulate" method for lm and glm seems to ignore the
>> sampling variance of the parameter estimates;? see the trivial lm and
>> glm examples below.? Both these examples estimate a mean with formula =
>>
2011 Sep 07
1
Question about model selection for glm -- how to select features based on BIC?
Hi All,
After fitting a model with glm function, I would like to do the model selection and select some of the features and I am using the "step function" as follows:
glm.fit <- glm (Y ~ . , data = dat, family = binomial(link=logit)) AIC_fitted = step(glm.fit, direction = "both")
I was wondering is there any way to select the features based on BIC rather than AIC? is there
2010 Aug 17
2
how to selection model by BIC
Hi All:
the package "MuMIn" can be used to select the model based on AIC or AICc.
The code is as follows:
data(Cement)
lm1 <- lm(y ~ ., data = Cement)
dd <- dredge(lm1,rank="AIC")
print(dd)
If I want to select the model by BIC, what code do I need to use? And when
to select the best model based on AIC, what the differences between the
function "dredge" in
2005 Oct 16
1
BIC doesn't work for glm(family=binomial()) (PR#8208)
Full_Name: Ju-Sung Lee
Version: 2.2.0
OS: Windows XP
Submission from: (NULL) (66.93.61.221)
BIC() requires the attribute $nobs from the logLik object but the logLik of a
glm(formula,family=binomial()) object does not include $nobs. Adding
attr(obj,'nobs') = value, seems to allow BIC() to work.
Reproducing the problem:
library(nmle);
BIC(logLik(glm(1~1,family=binomial())));
2004 Jul 01
3
BIC vz SBIC vz SIC
DeaRs,
I have a doubt about:
BIC (Bayesian Information Criterion)
SBIC (Schwartz Bayesian Informarion Criterion)
SIC (Schwartz Information Criterion)
In many references these are know as the same (eg. stepAIC() function) but I
just found a SAS8.2 output that show either the BIC and SIC values for a
logistic regression.. simillary values but different.
1) question: What are the differences?
2008 Aug 11
1
help on model selection - step()
dears R-users,
I'm interested in model selection problem, and i have faced some problems
that i would like to ask for help.
well,
this is a very small example with 4 variable (just one var. is the response
- z) with 100 individuals
i would like to do a stepwise search, for the "best" model, and a use BIC
criteria.
I know when I have a lot of variables, let's say 120, I know,
2012 May 10
0
disagreement in loglikelihood and deviace in GLM with weights leads to different models selected using step()
In species distribution modeling where one uses a large sample of
background points to capture background variation in
presence\pseudo-absence or use\available models (0\1 response) it is
frequently recommended that one weight the data so the sum of the absence
weights is equal to the sum of presence weights so that the model isn?t
swamped by an overwhelming and arbitrary number of background
2011 Dec 20
2
Extract BIC for coxph
Dear all,
is there a function similar to extractAIC based on which I can extract the
BIC (Bayesian Information Criterion) of a coxph model?
I found some functions that provide BIC in other packages, but none of them
seems to work with coxph.
Thanks,
Michael
[[alternative HTML version deleted]]
2019 Dec 27
0
"simulate" does not include variability in parameter estimation
On 26/12/2019 11:14 p.m., Spencer Graves wrote:
> Hello, All:
>
>
> ????? The default "simulate" method for lm and glm seems to ignore the
> sampling variance of the parameter estimates;? see the trivial lm and
> glm examples below.? Both these examples estimate a mean with formula =
> x~1.? In both cases, the variance of the estimated mean is 1.
That's how
2009 Oct 22
4
Bayesian regression stepwise function?
Hi everyone,
I am wondering if there exists a stepwise regression function for the
Bayesian regression model. I tried googling, but I couldn't find anything.
I know "step" function exists for regular stepwise regression, but nothing
for Bayes.
Thanks
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2007 Jan 12
1
R2WinBugs and Compare DIC versus BIC or AIC
Dear All
1)
I'm fitting spatial CAR models
using R2Winbugs and although everything seems to go reasonably well (or I
think so)
the next message appears from WINBUGS 1.4 window:
gen.inits()
Command #Bugs: gen.inits cannot be executed (is greyed out)
The question is if this message means that something is wrong and the
results are consequently wrong, or Can I assume it as a simple warning
2010 Apr 13
1
stepwise regression-fitting all possible models
Dear All,
I am new to R and I would like to do the following:
I want to fit a logistic model with 3 predictors and then perform a stepwise
regression to select the best possible model using either the AIC/BIC
criterion.
I have used the stepAIC function which works fine but using this method only
likely candidates are evaluated (i.e. not all the models are fitted). We
should have 2^3=8 possible