Thank you so much for your reply, Andy. But what if I am only interesed in main effects instead of interactions?
On 2/18/06, Liaw, Andy <[EMAIL PROTECTED]> wrote: > > That depends on whether the IV could have some significant interactions > with > other Ivs not considered in the bivariate analysis. E.g., > > > iv <- expand.grid(-2:2, -2:2) > > y <- 3 + iv[,1] * iv[,2] + rnorm(nrow(iv), sd=0.1) > > summary(lm(y ~ iv[,1])) > > Call: > lm(formula = y ~ iv[, 1]) > > Residuals: > Min 1Q Median 3Q Max > -4.06259 -1.06048 -0.02377 1.05901 4.04315 > > Coefficients: > Estimate Std. Error t value Pr(>|t|) > (Intercept) 3.01908 0.41482 7.278 2.09e-07 *** > iv[, 1] 0.01417 0.29332 0.048 0.962 > --- > Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 > > Residual standard error: 2.074 on 23 degrees of freedom > Multiple R-Squared: 0.0001014, Adjusted R-squared: -0.04337 > F-statistic: 0.002333 on 1 and 23 DF, p-value: 0.9619 > > > summary(lm(y ~ iv[,1] * iv[,2])) > > Call: > lm(formula = y ~ iv[, 1] * iv[, 2]) > > Residuals: > Min 1Q Median 3Q Max > -0.22390 -0.08894 -0.01279 0.13525 0.17608 > > Coefficients: > Estimate Std. Error t value Pr(>|t|) > (Intercept) 3.019083 0.026330 114.665 <2e-16 *** > iv[, 1] 0.014167 0.018618 0.761 0.455 > iv[, 2] -0.005486 0.018618 -0.295 0.771 > iv[, 1]:iv[, 2] 0.992865 0.013165 75.418 <2e-16 *** > --- > Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 > > Residual standard error: 0.1316 on 21 degrees of freedom > Multiple R-Squared: 0.9963, Adjusted R-squared: 0.9958 > F-statistic: 1896 on 3 and 21 DF, p-value: < 2.2e-16 > > > > > Andy > > From: Wensui Liu > > > > Dear Lister, > > > > I have a question about variable selection for regression. > > > > if the IV is not significantly related to DV in the bivariate > > analysis, does > > it make sense to include this IV into the full model with > > multiple IVs? > > > > Thank you so much! > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > [email protected] mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide! > > http://www.R-project.org/posting-guide.html > > > > > > > > ------------------------------------------------------------------------------ > Notice: This e-mail message, together with any attachment...{{dropped}} ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
