corrselect (version 3.0.5)

modelPrune: Model-Based Predictor Pruning

Description

modelPrune() performs iterative removal of fixed-effect predictors based on model diagnostics (e.g., VIF) until all remaining predictors satisfy a specified threshold. It supports linear models, generalized linear models, and mixed models.

Usage

modelPrune(
  formula,
  data,
  engine = "lm",
  criterion = "vif",
  limit = 5,
  force_in = NULL,
  max_steps = NULL,
  ...
)

Value

A data.frame containing only the retained predictors (and response). The result has the following attributes:

selected_vars

Character vector of retained predictor names

removed_vars

Character vector of removed predictor names (in order of removal)

engine

Character string indicating which engine was used (for custom engines, this is the engine's name field)

criterion

Character string indicating which criterion was used

limit

The threshold value used

final_model

The final fitted model object (optional)

Arguments

formula

A model formula specifying the response and predictors. May include random effects for mixed models (e.g., y ~ x1 + x2 + (1|group)).

data

A data.frame containing the variables in the formula.

engine

Either a character string for built-in engines, or a list defining a custom engine.

Built-in engines (character string):

• "lm" (default): Linear models via stats::lm()

• "glm": Generalized linear models via stats::glm() (requires family argument)

• "lme4": Mixed models via lme4::lmer() or lme4::glmer() (requires lme4 package)

• "glmmTMB": Generalized linear mixed models via glmmTMB::glmmTMB() (requires glmmTMB package)

Custom engine (named list with required components):

• fit: function(formula, data, ...) that returns a fitted model object

• diagnostics: function(model, fixed_effects) that returns a named numeric vector of diagnostic scores (one per fixed effect, higher values = worse)

• name (optional): character string used in error messages (default: "custom")

criterion

Character string specifying the diagnostic criterion for pruning. For built-in engines, only "vif" (Variance Inflation Factor) is supported. For custom engines, this parameter is ignored (diagnostics are computed by the engine's diagnostics function). Default: "vif".

limit

Numeric scalar. Maximum allowed value for the criterion. Predictors with diagnostic values exceeding this limit are iteratively removed. Default: 5 (common VIF threshold).

force_in

Character vector of predictor names that must be retained in the final model. These variables will not be removed during pruning. Default: NULL.

max_steps

Integer. Maximum number of pruning iterations. If NULL (default), pruning continues until all diagnostics are below the limit or no more removable predictors remain.

...

Additional arguments passed to the modeling function (e.g., family for glm/glmer, control parameters for lme4/glmmTMB).

Details

modelPrune() works by:

1. Parsing the formula to identify fixed-effect predictors

2. Fitting the initial model

3. Computing diagnostics for each fixed-effect predictor

4. Checking feasibility of force_in constraints

5. Iteratively removing the predictor with the worst diagnostic value (excluding force_in variables) until all diagnostics <= limit

6. Returning the pruned data frame

Random Effects: For mixed models (lme4, glmmTMB), only fixed-effect predictors are considered for pruning. Random-effect structure is preserved exactly as specified in the original formula.

VIF Computation: Variance Inflation Factors are computed from the fixed-effects design matrix. For categorical predictors, VIF represents the inflation for the entire factor (not individual dummy variables).

Determinism: The algorithm is deterministic. Ties in diagnostic values are broken by removing the predictor that appears last in the formula.

Force-in Constraints: If variables in force_in violate the diagnostic threshold, the function will error. This ensures that the constraint is feasible before pruning begins.

See Also

corrPrune for association-based predictor pruning, corrSelect for exhaustive subset enumeration.

Examples

# Linear model with VIF-based pruning
data(mtcars)
pruned <- modelPrune(mpg ~ ., data = mtcars, engine = "lm", limit = 5)
names(pruned)

# Force certain predictors to remain
pruned <- modelPrune(mpg ~ ., data = mtcars, force_in = "drat", limit = 20)

# GLM example (requires family argument)
pruned <- modelPrune(am ~ ., data = mtcars, engine = "glm",
                     family = binomial(), limit = 5)

if (FALSE) {
# Custom engine example (INLA)
inla_engine <- list(
  name = "inla",
  fit = function(formula, data, ...) {
    inla::inla(formula = formula, data = data,
               family = list(...)$family %||% "gaussian",
               control.compute = list(config = TRUE))
  },
  diagnostics = function(model, fixed_effects) {
    scores <- model$summary.fixed[, "sd"]
    names(scores) <- rownames(model$summary.fixed)
    scores[fixed_effects]
  }
)

pruned <- modelPrune(y ~ x1 + x2 + x3, data = df,
                     engine = inla_engine, limit = 0.5)
}