chemometrics (version 0.5)

stepwise: Stepwise regression

Description

Stepwise regression, starting from the empty model, with scope to the full model

Usage

stepwise(formula, data, k, startM, maxTime = 1800, direction = "both", writeFile = FALSE,
   resname = "stepres00", maxsteps = 500, ...)

Arguments

formula

formula, like y~X, i.e., dependent~response variables

data

data frame to be analyzed

k

sensible values are log(nrow(x)) for BIC or 2 for AIC; if not provided -> BIC

startM

optional, the starting model

maxTime

maximal time to be used for algorithm

direction

either "forward" or "backward" or "both"

writeFile

if TRUE results are stored in the file "resname"

resname

filename where results are stored, only if writeFile is TRUE

maxsteps

maximum number of steps

...

additional plot arguments

Value

• usedTime
  time that has been used for algorithm
• bic
  BIC values for different models
• models
  matrix with no. of models rows and no. of variables columns, and 0/1 entried defining the models

Details

This function is similar to the function step for stepwise regression. It is especially designed for cases where the number of regressor variables is much higher than the number of objects. The formula for the full model (scope) is automatically generated.

References

K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis in Chemometrics. CRC Press, Boca Raton, FL, 2009.

See Also

step

Examples

data(yarn)
res=stepwise(density~NIR,data=yarn,maxsteps=2) # increase maxsteps to get a good solution