add1.logistf: Add or Drop All Possible Single Terms to/from a logistf Model
Description
Compute all the single terms in the scope argument that can be added to or dropped
from the model, fit those models and compute a table of the changes in fit.
Usage
# S3 method for logistf
add1(object, scope, data, test = "PLR", ...)
Value
A matrix with nvar rows and 3 columns (Chisquared, degrees of freedom, p-value).
Arguments
object
A fitted logistf, flic or flac object
scope
The scope of variables considered for adding or dropping. Should be a
vector of variable names. Can be left missing; the method will then use all variables
in the object's data slot which are not identified as the response variable.
data
The data frame used to fit the object.
test
The type of test statistic. Currently, only the PLR test (penalized likelihood
ratio test) is allowed for logistf fits.
...
Further arguments passed to or from other methods.
Details
drop1 and add1 generate a table where for each variable the penalized
likelihood ratio chi-squared, the degrees of freedom, and the p-value for dropping/adding this variable are given.