forward.sel.dglm: Forward Stepwise Selection for Simulated Data
Description
This function implements the forward stepwise variable selection procedure on the simulated data set generated in simu.inter.dat.interboth. In this function, we utilize a dummy value of "1" when initializing the model to avoid issues with a NULL value when adding variables to the model.
A data set filled with data based on a simulation, per the procedure to generate it in the simu.inter.dat.interboth function.
ouput.name
The name of the output file to which the results are to be saved. Defaults to 'out1.txt'.
num.loop
The number of iterations that forward stepwise selection is performed (and hence how many variables will be in the final mean and variance models). Defaults to 10 loops.
Value
A list with mean and variance mean effects and p-values associated with the coefficients.