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olsrr (version 0.5.3)

ols_step_backward_aic: Stepwise AIC backward regression

Description

Build regression model from a set of candidate predictor variables by removing predictors based on akaike information criterion, in a stepwise manner until there is no variable left to remove any more.

Usage

ols_step_backward_aic(model, ...)

# S3 method for default ols_step_backward_aic(model, progress = FALSE, details = FALSE, ...)

# S3 method for ols_step_backward_aic plot(x, print_plot = TRUE, ...)

Value

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

model

model with the least AIC; an object of class lm

steps

total number of steps

predictors

variables removed from the model

aics

akaike information criteria

ess

error sum of squares

rss

regression sum of squares

rsq

rsquare

arsq

adjusted rsquare

Arguments

model

An object of class lm; the model should include all candidate predictor variables.

...

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 ols_step_backward_aic.

print_plot

logical; if TRUE, prints the plot else returns a plot object.

Deprecated Function

ols_stepaic_backward() has been deprecated. Instead use ols_step_backward_aic().

References

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

See Also

Other variable selection procedures: ols_step_all_possible, ols_step_backward_p, ols_step_best_subset, ols_step_both_aic, ols_step_forward_aic, ols_step_forward_p

Examples

Run this code
# stepwise backward regression
model <- lm(y ~ ., data = surgical)
ols_step_backward_aic(model)

# stepwise backward regression plot
model <- lm(y ~ ., data = surgical)
k <- ols_step_backward_aic(model)
plot(k)

# final model
k$model

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