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ols_step_both_aic

Stepwise AIC regression


Description

Build regression model from a set of candidate predictor variables by entering and removing predictors based on akaike information criteria, in a stepwise manner until there is no variable left to enter or remove any more.

Usage

ols_step_both_aic(model, progress = FALSE, details = FALSE)

## S3 method for class 'ols_step_both_aic'
plot(x, print_plot = TRUE, ...)

Arguments

model

An object of class lm.

progress

Logical; if TRUE, will display variable selection progress.

details

Logical; if TRUE, details of variable selection will be printed on screen.

x

An object of class ols_step_both_aic.

print_plot

logical; if TRUE, prints the plot else returns a plot object.

...

Other arguments.

Value

ols_step_both_aic returns an object of class "ols_step_both_aic". An object of class "ols_step_both_aic" is a list containing the following components:

model

model with the least AIC; an object of class lm

predictors

variables added/removed from the model

method

addition/deletion

aics

akaike information criteria

ess

error sum of squares

rss

regression sum of squares

rsq

rsquare

arsq

adjusted rsquare

steps

total number of steps

Deprecated Function

ols_stepaic_both() has been deprecated. Instead use ols_step_both_aic().

References

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

See Also

Examples

## Not run: 
# stepwise regression
model <- lm(y ~ ., data = stepdata)
ols_step_both_aic(model)

# stepwise regression plot
model <- lm(y ~ ., data = stepdata)
k <- ols_step_both_aic(model)
plot(k)

# final model
k$model


## End(Not run)

olsrr

Tools for Building OLS Regression Models

v0.5.3
MIT + file LICENSE
Authors
Aravind Hebbali [aut, cre]
Initial release

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