addterm

From MASS v7.3-25 by Brian Ripley

Try All One-Term Additions to a Model

Try fitting all models that differ from the current model by adding a single term from those supplied, maintaining marginality.

This function is generic; there exist methods for classes lm and glm and the default method will work for many other classes.

Keywords: models

Usage

addterm(object, ...)
## S3 method for class 'default':
addterm(object, scope, scale = 0, test = c("none", "Chisq"),
        k = 2, sorted = FALSE, trace = FALSE, ...)
## S3 method for class 'lm':
addterm(object, scope, scale = 0, test = c("none", "Chisq", "F"),
        k = 2, sorted = FALSE, ...)
## S3 method for class 'glm':
addterm(object, scope, scale = 0, test = c("none", "Chisq", "F"),
        k = 2, sorted = FALSE, trace = FALSE, ...)

Arguments

object: An object fitted by some model-fitting function.
scope: a formula specifying a maximal model which should include the current one. All additional terms in the maximal model with all marginal terms in the original model are tried.
scale: used in the definition of the AIC statistic for selecting the models, currently only for lm, aov and glm models. Specifying scale asserts that the residual standard error or dispersion is known.
test: should the results include a test statistic relative to the original model? The F test is only appropriate for lm and aov models, and perhaps for some over-dispersed glm models. The Chisq test can be an exact test (
k: the multiple of the number of degrees of freedom used for the penalty. Only k=2 gives the genuine AIC: k = log(n) is sometimes referred to as BIC or SBC.
sorted: should the results be sorted on the value of AIC?
trace: if TRUE additional information may be given on the fits as they are tried.
...: arguments passed to or from other methods.

Details

The definition of AIC is only up to an additive constant: when appropriate (lm models with specified scale) the constant is taken to be that used in Mallows' Cp statistic and the results are labelled accordingly.

Value

A table of class "anova" containing at least columns for the change in degrees of freedom and AIC (or Cp) for the models. Some methods will give further information, for example sums of squares, deviances, log-likelihoods and test statistics.

References

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

Examples

quine.hi <- aov(log(Days + 2.5) ~ .^4, quine)
quine.lo <- aov(log(Days+2.5) ~ 1, quine)
addterm(quine.lo, quine.hi, test="F")

house.glm0 <- glm(Freq ~ Infl*Type*Cont + Sat, family=poisson,
                   data=housing)
addterm(house.glm0, ~. + Sat:(Infl+Type+Cont), test="Chisq")
house.glm1 <- update(house.glm0, . ~ . + Sat*(Infl+Type+Cont))
addterm(house.glm1, ~. + Sat:(Infl+Type+Cont)^2, test = "Chisq")

Documentation reproduced from package MASS, version 7.3-25, License: GPL-2 | GPL-3

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