Fitting model with varying number of predictors
Juni Joshi wrote:
I need to fit a number of models with different number of predictors in each model. Say for example, I have three predictors: x1, x2, x3 and I want to fit three models: lm(y~x1+x2) lm(y~x2+x3) lm(y~x1+x2+x3)
Stepwise variable selection has so many problems that it generally ruins what you are trying to accomplish. Trying many models leads to multiple coparison problems and bias in coefficient estimates, standard errors, R-squared. With only three models being compared it's not a huge issue but in general beware. Frank Harrell
Instead of typing all models, what I want is to create a variable
which can take the right hand side of the models. I tried this with
paste function.
xxx <- paste("x1","x2",sep=+) for the first
xxx <- paste("x2","x3", sep = +) for the second
xxx <- paste("x1","x2","x2", sep = +) for the third and then fit a
single model
lm(y~xxx)
It did not work. Please suggest how to do it.
Thanks.
Jun
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University