blr_step_aic_forward function

Stepwise AIC forward selection

Stepwise AIC forward selection

Build regression model from a set of candidate predictor variables by entering predictors based on chi square statistic, in a stepwise manner until there is no variable left to enter any more.

blr_step_aic_forward(model, ...) ## Default S3 method: blr_step_aic_forward(model, progress = FALSE, details = FALSE, ...) ## S3 method for class 'blr_step_aic_forward' plot(x, text_size = 3, print_plot = TRUE, ...)

Arguments

  • model: An object of class glm.
  • ...: Other arguments.
  • 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 blr_step_aic_forward.
  • text_size: size of the text in the plot.
  • print_plot: logical; if TRUE, prints the plot else returns a plot object.

Returns

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

  • model: model with the least AIC; an object of class glm

  • candidates: candidate predictor variables

  • steps: total number of steps

  • predictors: variables entered into the model

  • aics: akaike information criteria

  • bics: bayesian information criteria

  • devs: deviances

Examples

## Not run: model <- glm(honcomp ~ female + read + science, data = hsb2, family = binomial(link = 'logit')) # selection summary blr_step_aic_forward(model) # print details of each step blr_step_aic_forward(model, details = TRUE) # plot plot(blr_step_aic_forward(model)) # final model k <- blr_step_aic_forward(model) k$model ## End(Not run)

References

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

See Also

Other variable selection procedures: blr_step_aic_backward(), blr_step_aic_both(), blr_step_p_backward(), blr_step_p_forward()