Build regression model from a set of candidate predictor variables by entering and removing predictors based on
Akaike Information Criteria, in a stepwise manner until there is no variable left to enter or remove any more.
Usage
ols_stepaic_both(model, details = FALSE)
# S3 method for ols_stepaic_both
plot(x, ...)
Arguments
model
an object of class lm
details
logical; if TRUE details of variable selection will be printed on screen
x
an object of class ols_stepaic_both
...
other arguments
Value
ols_stepaic_both returns an object of class "ols_stepaic_both".
An object of class "ols_stepaic_both" is a list containing the
following components:
predictors
variables retained in the model
method
addition/deletion
aics
akaike information criteria
ess
error sum of squares
rss
regression sum of squares
rsq
rsquare
arsq
adjusted rsquare
steps
total number of steps
References
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.