Re: [R] Sum weights of independent variables across models (AIC)

Why go to so much trouble? Why not fit a single full model and use it? Even better why not use a quadratic penalty on the full model to get optimum cross-validation? Frank nofunsally wrote: > > Hello, > I'd like to sum the weights of each independent variable across linear > models that have be

Re: [R] Sum weights of independent variables across models (AIC)

This is what I was looking for. When I initially read about model.avg I didn't recognize it also provided variable scores. Thank you kindly, Mike __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the postin

[R] Sum weights of independent variables across models (AIC)

Hello, I'd like to sum the weights of each independent variable across linear models that have been evaluated using AIC. For example: > library(MuMIn) > data(Cement) > lm1 <- lm(y ~ ., data = Cement) > dd <- dredge(lm1, beta = TRUE, eval = TRUE, rank = "AICc") > get.models(dd, su