Variable Combinations in Regression
On Jan 8, 2010, at 3:26 PM, Richardson, Patrick wrote:
Let's say I have 8 variables and I want to generate all combinations of those variables (In pairs, threes fours, etc) to run in multiple linear regression. Is there a built-in function to do that in R?
The formula syntax allows that. y ~ (x1 + x2 + x3 + x4 + x5)^2 for instance, would give you all 5 of the main effects and the ten two way interaction estimates. With the "exponent set to three you also get the three way interactions (although I have never tried this particular level of dredging.) Unless you have scientific arguments for higher level interactions, they are a major threat to interpretability and validity as well as a threat to convergence. (With 8 variables you are going to experience a combinatorial explosion: 28 two-way terms, 56 3-way, 70 4-way and then down the other side of Pascal's triangle.)
Or at a minimum, how could I take those variables and generate all possible combinations. Thank you for any assistance.
David Winsemius, MD Heritage Laboratories West Hartford, CT