2 messages · Michael Just, Frank E Harrell Jr
Hello, I'd like to sum the weights of each independent variable across linear models that have been evaluated using AIC. For example:
library(MuMIn) data(Cement) lm1 <- lm(y ~ ., data = Cement) dd <- dredge(lm1, beta = TRUE, eval = TRUE, rank = "AICc") get.models(dd, subset = delta <4)
There are 5 models with a Delta AIC Score of less than 4. I would like to sum the weights for each of the independent variables across the five models. How can I do that? Thanks, Mike
Why go to so much trouble? Why not fit a single full model and use it? Even better why not use a quadratic penalty on the full model to get optimum cross-validation? Frank
Hello, I'd like to sum the weights of each independent variable across linear models that have been evaluated using AIC. For example:
library(MuMIn) data(Cement) lm1 <- lm(y ~ ., data = Cement) dd <- dredge(lm1, beta = TRUE, eval = TRUE, rank = "AICc") get.models(dd, subset = delta <4)
There are 5 models with a Delta AIC Score of less than 4. I would like to sum the weights for each of the independent variables across the five models. How can I do that? Thanks, Mike
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----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/Sum-weights-of-independent-variables-across-models-AIC-tp3666306p3668513.html Sent from the R help mailing list archive at Nabble.com.