drop1summary: Summaries of models when removing a predictor.
Description
Offers summaries of prospective models as every predictor in the model is removed from 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
drop1summary(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
# NOT RUN {##mtcars data is used as an example.
data(mtcars)
fit3 <- lm(mpg~., mtcars)
drop1summary(fit3)
drop1summary(fit3, scope=~.-disp-cyl-wt-qsec-cyl, alpha=0.025)
# }