Juni Joshi wrote:
> I need to fit a number of models with different number of predictors
> in each model. Say for example, I have three predictors: x1, x2, x3
> and I want to fit three models:
>
> lm(y~x1+x2)
> lm(y~x2+x3)
> lm(y~x1+x2+x3)
Stepwise variable selection has so many problems that it generally ruins
what you are trying to accomplish. Trying many models leads to multiple
coparison problems and bias in coefficient estimates, standard errors,
R-squared. With only three models being compared it's not a huge issue
but in general beware.
Frank Harrell
>
> Instead of typing all models, what I want is to create a variable
> which can take the right hand side of the models. I tried this with
> paste function.
>
> xxx <- paste("x1","x2",sep=+) for the first
> xxx <- paste("x2","x3", sep = +) for the second
> xxx <- paste("x1","x2","x2", sep = +) for the third and then fit a
> single model
>
> lm(y~xxx)
>
> It did not work. Please suggest how to do it.
>
> Thanks.
>
> Jun
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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