Dear Wensui and Andy, When the explanatory variables are correlated it's perfectly possible for the marginal relationship between and X and Y to be zero and a partial relationship nonzero (even in the absence of interactions) -- this is simply a reflection of the more general point that partial and marginal relationships can differ.
Regards, John -------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox -------------------------------- > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Wensui Liu > Sent: Saturday, February 18, 2006 2:03 PM > To: Liaw, Andy > Cc: [email protected] > Subject: Re: [R] Question about variable selection > > 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 ______________________________________________ [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
