Thank you very much for your help.
I tested the idea by" form <- substitute(.~.+x[,i], list(i=i))", however the problem still is there. In order to automate model selection, I prefer to use "update". My regression problem is to test significant predictors from several hundred candidates using forward regression by BIC criteria. For each loop, first to find one with maximum BIC and then to update "lm" to get a new model. So, it is convenient to use"update" function. I would be grateful if you could still help.
In addition, I tried the way "update+add1" to my question. But, new problem is " update.default(model, . ~ . + x) need an object with call component", help? The code is:
model<-add1(model,.~.+form) model.new<-update(model,.~.+x)
With best regards,
Lun
You can use substitute: something like (untested)
for(i in 1:100){
form <- substitute(.~.+x[,i], list(i=i))
model <- update(model, form)
## do something useful in here
}
and you do not need to update unchanged arguments!
However, why are you rewriting add1.default, when there is add1.lm?
On Thu, 13 Feb 2003, lun li wrote:
> Dear all,
>
> I am trying an automatic model selection for a multiple linear regression
> using function lm and update. But, I meet a problem when using update. The
> problem is the function update can not update when variables as a vector(for
> example,x is a matrix with 100 regression variables). The code is as below:
>
> > model<-lm(y~x1,singular.ok=T,na.action=na.omit)
> > for(i in 1:100){
> > model<-update(model,.~.+x[,i],singular.ok=T,na.action=na.omit)}
>
> If the above code is represented as below, I can get the correct result.
> However, I must use the loops.
>
> >model<-lm(y~x1,singular.ok=T,na.action=na.omit)
> >model<-update(model,.~.+x[,1],singular.ok=T,na.action=na.omit)
> >model<-update(model,.~.+x[,2],singular.ok=T,na.action=na.omit)
> ......
> >model<-update(model,.~.+x[,100],singular.ok=T,na.action=na.omit)
--
Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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Lun Li
Department of Geology and Geophysics
The University of Edinburgh
Grant Institute Tel. +44(0)131 650 7339
King's Buildings Fax. +44(0)131 668 3184
West Mains Road E-mail:[EMAIL PROTECTED]
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UK
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