SignifReg (version 3.0)

add1summary: Summaries of models when adding a predictor.

Description

Offers summaries of prospective models as every available predictor in the scope is added to the model. max_pvalue indicates the maximum p-value from the multiple t-tests for each predictor. alpha_cut_off, Bonferroni, and FDR represent whether the model satisfies the significance correction. alpha_cut_off means no correction.

Usage

add1summary(fit, scope, alpha = 0.05)

Arguments

fit

an lm object representing a model.

scope

The range of models examined in regression. It should be either a data.frame of formula containing predictors. When scope is data.frame, all variables except the response variable in the data.frame are considered for the variable selection. See the examples how they can be used.

alpha

Significance level. Default value is 0.05.

References

Zambom A Z, Kim J. Consistent significance controlled variable selection in high-dimensional regression. Stat.2018;7:e210. https://doi.org/10.1002/sta4.210

See Also

SignifReg, add1SignifReg, drop1summary, drop1SignifReg

Examples

# NOT RUN {
##mtcars data is used as an example.
	
data(mtcars)

fit1 <- lm(mpg~1, mtcars)
add1summary(fit1)
add1summary(fit1, scope=~.+disp+cyl+wt+qsec+cyl, alpha=0.025)

fit2 <- lm(mpg~disp+cyl+wt+qsec+cyl, mtcars)
add1summary(fit2, mtcars)
# }