[R] Stepwise analysis with fixed variables
Hello, How can I run a backward stepwise regression with part of the variables fixed, while the others participate in the backward stepwise analysis? Thank you - TO GET MORE DETAILS CLICK HERE -- View this message in context: http://r.789695.n4.nabble.com/Stepwise-analysis-with-fixed-variables-tp4651636.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Stepwise analysis with fixed variables
Thanks. -- View this message in context: http://r.789695.n4.nabble.com/Stepwise-analysis-with-fixed-variables-tp4650015p4650419.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Stepwise analysis with fixed variables
I am sorry, but I think my questions were forgotten. Can someone please answer them? Thank you :) -- View this message in context: http://r.789695.n4.nabble.com/Stepwise-analysis-with-fixed-variables-tp4650015p4650264.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Stepwise analysis with fixed variables
Hi. What questions? I do not see any. Petr -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- project.org] On Behalf Of Einat Sent: Wednesday, November 21, 2012 9:32 AM To: r-help@r-project.org Subject: Re: [R] Stepwise analysis with fixed variables I am sorry, but I think my questions were forgotten. Can someone please answer them? Thank you :) -- View this message in context: http://r.789695.n4.nabble.com/Stepwise- analysis-with-fixed-variables-tp4650015p4650264.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Stepwise analysis with fixed variables
These are my questions: 1. For example, if this is my code: RegModel = lm(glucose~sex+BMI+height+weight+education+ses,weight=w_without_non_response) summary(RegModel) step(RegModel, direction =backward,scope=list(lower=?,upper=?)) and I want the sex and height variables to be fixed, but the rest of the variables to go into the backward analysis, how should I write the scope function? 2.How can I add an alpha level to the step function as a criterion for the backward regression analysis? Thank you :) -- View this message in context: http://r.789695.n4.nabble.com/Stepwise-analysis-with-fixed-variables-tp4650015p4650283.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Stepwise analysis with fixed variables
These are my questions: 1. For example, if this is my code: RegModel = lm(glucose~sex+BMI+height+weight+education+ses,weight=w_without_non_response) summary(RegModel) step(RegModel, direction =backward,scope=list(lower=?,upper=?)) and I want the sex and height variables to be fixed, but the rest of the variables to go into the backward analysis, how should I write the scope function? 2.How can I add an alpha level to the step function as a criterion for the backward regression analysis? Thank you :) -- View this message in context: http://r.789695.n4.nabble.com/Stepwise-analysis-with-fixed-variables-tp4650015p4650280.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Stepwise analysis with fixed variables
On Nov 21, 2012, at 6:41 AM, Einat einatgra...@gmail.com wrote: These are my questions: 1. For example, if this is my code: RegModel = lm(glucose~sex+BMI+height+weight+education+ses,weight=w_without_non_response) summary(RegModel) step(RegModel, direction =backward,scope=list(lower=?,upper=?)) and I want the sex and height variables to be fixed, but the rest of the variables to go into the backward analysis, how should I write the scope function? 2.How can I add an alpha level to the step function as a criterion for the backward regression analysis? Thank you :) First, I strongly suggest that you search on the problems associated with using stepwise regression and alternative approaches. This subject has been discussed ad infinitum on this list and is not a reasonable approach to covariate selection. To your first question, which Uwe replied to and which I thought was pretty clear: scope = list(upper = ~ sex + BMI + height + weight + education + ses, lower = ~ sex + height) It is described in the Details section of ?step and there is an example of this in ?stepAIC in VR's MASS package, which is a default part of R and is linked in the See Also section of ?step. To your second question, you can't. It uses AIC and this has also been discussed frequently on this list. You might look at Frank's fastbw() function in his 'rms' package on CRAN. Regards, Marc Schwartz __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Stepwise analysis with fixed variables
Hi I am not at all an expert in step. From the help page I inferred that step(lm1, scope=list(lower=~Catholic)) keeps Catholic in model. So something like step(RegModel, direction =backward,scope=list(lower=~sex+height)) shall leave those two in a model. AFAIK there is no parameter alpha in a step function. Regards Petr -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- project.org] On Behalf Of Einat Sent: Wednesday, November 21, 2012 1:41 PM To: r-help@r-project.org Subject: Re: [R] Stepwise analysis with fixed variables These are my questions: 1. For example, if this is my code: RegModel = lm(glucose~sex+BMI+height+weight+education+ses,weight=w_without_non_res ponse) summary(RegModel) step(RegModel, direction =backward,scope=list(lower=?,upper=?)) and I want the sex and height variables to be fixed, but the rest of the variables to go into the backward analysis, how should I write the scope function? 2.How can I add an alpha level to the step function as a criterion for the backward regression analysis? Thank you :) -- View this message in context: http://r.789695.n4.nabble.com/Stepwise- analysis-with-fixed-variables-tp4650015p4650283.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Stepwise analysis with fixed variables
Hello, How can I run a backward stepwise regression with part of the variables fixed, while the others participate in the backward stepwise analysis? Thank you, Einat -- View this message in context: http://r.789695.n4.nabble.com/Stepwise-analysis-with-fixed-variables-tp4650015.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Stepwise analysis with fixed variables
On 19.11.2012 08:49, Einat wrote: Hello, How can I run a backward stepwise regression with part of the variables fixed, while the others participate in the backward stepwise analysis? Thank you, Einat Read ?step and about its argument scope that can be a list with a lower component where you specify the minimal model. Uwe Ligges -- View this message in context: http://r.789695.n4.nabble.com/Stepwise-analysis-with-fixed-variables-tp4650015.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Stepwise analysis with fixed variables
Thank you for the quick reply. Two more questions: 1. For example, if this is my code: RegModel = lm(glucose~sex+BMI+height+weight+education+ses,weight=w_without_non_response) summary(RegModel) step(RegModel, direction =backward,scope=list(lower=?,upper=?)) and I want the sex and height variables to be fixed, but the rest of the variables to go into the backward analysis, how should I write the scope function? 2.How can I add an alpha level to the step function as a criterion for the backward regression analysis? Thank you very much, Einat -- View this message in context: http://r.789695.n4.nabble.com/Stepwise-analysis-with-fixed-variables-tp4650015p4650030.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
