SignifReg (version 4.3)

drop1summary: Summaries of models when removing a predictor in a (generalized) linear model

Description

Offers summaries of prospective models as every predictor in the model is removed from the model.

Usage

drop1summary(fit, scope, alpha = 0.05, adjust.method = "fdr", sort.by = "p-value")

Arguments

fit

an lm or glm object representing a model.

scope

defines the range of models examined in the stepwise search. This should be either a single formula, or a list containing components upper and lower, both formulae. See the details for how to specify the formulae and how they are used.

alpha

Significance level. Default value is 0.05.

adjust.method

Correction for multiple testing accumulation of error. See p.adjust.

sort.by

The criterion to use to sort the table of prospective models. Must be one of criterion = "AIC", criterion = "BIC", criterion = "r-adj" (adjusted r-square), criterion = "PRESS", and criterion = "p-value" are available. Default is p-value.

Value

a table with the possible exclusions and the metrics of the prospective models: AIC, BIC, adj.rsq, PRESS, max_pvalue, max.VIF, and whether it passed the chosen p-value correction.

Details

max_pvalue indicates the maximum p-value from the multiple t-tests for each predictor.

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, add1summary, add1SignifReg, drop1SignifReg,

Examples

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

fit <- lm(mpg~., mtcars)
drop1summary(fit)

# }