Select some, but not all, variables stepwise
Hi Andre I don?t know if it will work, but I?ve tried the MuMIn package, were you can evaluate all possible models (usin for example AIC) at one time. Maybe you can focus on comparing those models which retain the explanators you want. Best wishes Francisco On Fri, 4 Nov 2011 13:06:09 +0000, Andre Easom wrote
Hi,
I would like to fit a linear model where some but not all explanators are
chosen stepwise - ie I definitely want to include some terms, but others only
if they are deemed significant (by AIC or whatever other approach is available)
. For example if I wanted to definitely include x1 and x2, but only include
z1 and z2 if they are significant, something like this:
df <- data.frame(y=c(4,2,6,7,3,9,5,7,6,2), x1=c(2,3,4,0,5,8,8,1,1,2), x2=c(0,0,
0,0,1,1,0,0,0,1), z1=c(0,1,0,0,0,1,1,0,1,1), z2=c(1,1,1,0,0,1,1,1,1,0)) model
<- lm(y ~ x1 + x2 + stepwise(z1 + z2))
Any help would be appreciated.
Cheers,
Andre
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