Robust stepwise selection of covariates
frst(y,x,cn=1,p0=0.01,sg=0,nu=1,km=0,mx=20,kx=0,sb=F,of=T,xof=F)
Dependent variable
Covariates
Parameter for Huber's psi-function
The P-value cut-off
Scale value of residuals
The order for calculating the P-value
The maximum number of included covariates
The maximum number of included covariates if the option subset =TRUE is used
The excluded covariates
Logical, if TRUE best subset selected
Logical TRUE to include intercept
Logical TRUE if intercept already included
pv In order the subset ind, the regression coefficients, the P-values, the standard P-values.
res The residuals
stpv The stepwise regression results: covariate, P-value and scale
# NOT RUN { data(boston) a<-frst(boston[,14],boston[,1:13]) # }
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