# SURE model selection Select a SURE model via model selection. ```r sureAdd1(object, y, x, range=NULL, iter=10000, tol=1e-12, ext=FALSE) sureDrop1(object, y, x, range=NULL, iter=10000, tol=1e-12, ext=FALSE) sureStep(object, y, x, cv, direction=c("both","backward","forward"), range=NULL, iter=10000, steps=1000, tol=1e-12, ext=FALSE) surStep(y, x, v, lower, upper, k, direction=c("both","backward", "forward"), iter=10000, max.terms=200, steps=1000, tol=1e-12) ``` ## Arguments - `object`: initial model in model search; can be an object of `sureEst`. - `y`: a n by p matrix, whose columns are dependent variables. - `x`: a n by m matrix, whose columns are predictor variables to select from. - `range`: a list; range[[j]] indicates which x's (all if `NULL`) correspond to which y[,j]. - `cv`: critical value used in the likelihood ratio test to determine adding/dropping a term. - `v`: a list; v[[j]] indicates which x's to start with for y[,j]. - `lower`: a list in the format of `v`; lower scope of the model. - `upper`: a list in the format of `v`; upper scope of the model. - `k`: penalty, 0 if missing or <0. - `direction`: forward selection, backward elimination or stepwise. - `iter`: maximum number of iterations in a numerical process to estimate model parameters. - `max.terms`: maximum number of terms in the final model. - `steps`: maximum number of search steps. - `tol`: convergence tolerance. - `ext`: whether to perform an extensive search for an "optimal" model with the same number of QTL per phenotype. ## Returns a list with the following components: - **loglik**: log-likelihood of the model - **b**: estimates of model coefficients - **sigma**: estimates of residual variance-covariance - **v**: variables selected in the model ## Examples ```r data(etrait) x<- as.matrix(mdat-1/2) y<- as.matrix(traits)[,1:3] v<- list() upper<- list() for(k in 1:ncol(y)){ v[[k]]<- numeric(0) upper[[k]]<- 1:ncol(x) } ## Not run: o1<- surStep(y, x, v=v, upper=upper, k=19) o2<- sureStep(o1, y, x, cv=50, ext=FALSE) # search for optimal model of o1 o3<- sureStep(o1, y, x, cv=Inf, direction="forward", ext=TRUE) ## End(Not run) ```

sureStep function