Build a model according to the stepwise procedure (bidirectional) and the given criterion.
stepwise(data, crit = mbic, ...)An object of class big.
an object of class big.
a function defining the model selection criterion. You can use
your own function or one of these: bic, mbic, mbic2,
aic, maic, maic2.
optional arguments to crit.
Type browseVignettes("bigstep") for more details.
set.seed(1)
n <- 30
p <- 10
X <- matrix(rnorm(n * p), ncol = p)
y <- X[, 2] + 2*X[, 3] - X[, 6] + rnorm(n)
d <- prepare_data(y, X)
stepwise(d)
d %>%
fast_forward(crit = aic) %>%
stepwise(crit = bic)
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