olsrr: ols_step_both_p – R documentation

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ols_step_both_p

Stepwise regression

Description

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

Usage

ols_step_both_p(model, ...)

## Default S3 method:
ols_step_both_p(model, pent = 0.1, prem = 0.3,
  progress = FALSE, details = FALSE, ...)

## S3 method for class 'ols_step_both_p'
plot(x, model = NA, print_plot = TRUE, ...)

Arguments

`model`	An object of class `lm`; the model should include all candidate predictor variables.
`...`	Other arguments.
`pent`	p value; variables with p value less than `pent` will enter into the model.
`prem`	p value; variables with p more than `prem` will be removed from the model.
`progress`	Logical; if `TRUE`, will display variable selection progress.
`details`	Logical; if `TRUE`, will print the regression result at each step.
`x`	An object of class `ols_step_both_p`.
`print_plot`	logical; if `TRUE`, prints the plot else returns a plot object.

Value

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

`model`	final model; an object of class `lm`
`orders`	candidate predictor variables according to the order by which they were added or removed from the model
`method`	addition/deletion
`steps`	total number of steps
`predictors`	variables retained in the model (after addition)
`rsquare`	coefficient of determination
`aic`	akaike information criteria
`sbc`	bayesian information criteria
`sbic`	sawa's bayesian information criteria
`adjr`	adjusted r-square
`rmse`	root mean square error
`mallows_cp`	mallow's Cp
`indvar`	predictors

Deprecated Function

ols_stepwise() has been deprecated. Instead use ols_step_both_p().

References

Chatterjee, Samprit and Hadi, Ali. Regression Analysis by Example. 5th ed. N.p.: John Wiley & Sons, 2012. Print.

Examples

# stepwise regression
model <- lm(y ~ ., data = surgical)
ols_step_both_p(model)

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

# final model
k$model

olsrr

Tools for Building OLS Regression Models

v0.5.3

MIT + file LICENSE

Authors

Aravind Hebbali [aut, cre]

Initial release