step.lmRob(robust)
step.lmRob()所属R语言包:robust
Build a Model in a Stepwise Fashion
在一个循序渐进的方式,建立一个模型
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Performs stepwise model selection on a robustly fitted linear model. Presently only the backward stepwise procedure is implemented.
执行逐步模型选择一个稳健拟合的线性模型。目前只有落后的逐步的过程来实现。
用法----------Usage----------
step.lmRob(object, scope, scale,
direction = c("both", "backward", "forward"),
trace = TRUE, keep = NULL, steps = 1000, fast = FALSE, ...)
参数----------Arguments----------
参数:object
an lmRob object.
lmRob对象。
参数:scope
either a formula or a list with elements lower and upper each of which is a formula. The terms in the right-hand-side of lower are always included in the model and the additional terms in the right-hand-side of upper are the candidates for inclusion/exclusion from the model. If a single formula is given, it is taken to be upper and lower is set to the empty model. The . operator is interpreted in the context of the formula in object.
无论是一个公式或与元素列表lower和upper其中每个是一个公式。在右手边的lower总是包含在模型中和右手侧upper附加条款中是从模型中纳入/排除的候选人。如果一个公式,它采取的是upper和lower设置为空模型。 .操作员被解释在上下文中的公式object。
参数:scale
a single numeric value containing a residual scale estimate. If missing, the scale estimate in object is used.
一个单一的数字值,其中包含的剩余规模估计。如果缺少,规模估计在object使用。
参数:direction
a character value specifying the mode of stepwise search. The possibilities are "both", "backward", and "forward", with a default of "backward". Presently only "backward" stepwise searches are implemented.
逐步搜索指定模式的字符值。可能性是“既”,“落后”,和“前进”,用默认的“落后”。目前只有“落后”的逐步搜索的实现。
参数:trace
a logical value. If TRUE, information is printed during stepwise search.
一个逻辑值。如果TRUE,信息印在逐步搜索。
参数:keep
a filter function whose input is a fitted model object and the associated AIC statistic, and whose output is arbitrary. Typically keep will select a subset of the components of the object and return them. The default is not to keep anything.
的过滤器的功能,其输入是一个合适的模型对象和关联的AIC统计,并且其输出是任意的。通常保持将选择的对象的组件的一个子集,并返回。默认是不保留任何东西。
参数:steps
an integer value specifying the the maximum number of steps to be considered. The default is 1000 (essentially as many as required). It is typically used to stop the process early.
要考虑的一个整数的值,该值指定的最大数量的步骤。默认值是1000(根本上尽可能多的要求)。它通常用于早期以停止该过程。
参数:fast
a logical value. If TRUE the robust initial estimate (used when fitting each of the reduced models) is replaced by a weighted least squares estimate using the robust weights computed for the current fit. Note: the fast algorithm does not work in this version of the Robust Library.
一个逻辑值。如果TRUE强大的最初的估计装修时使用的减少模型所取代的加权最小二乘估计强劲的权重计算的配合。注:的快速算法的鲁棒图书馆在这个版本中无法正常工作。
参数:...
additional arguments required by the generic step function.
由通用阶跃函数所需的额外的参数。
Details
详细信息----------Details----------
Presently only backward stepwise selection is supported. During each step the Robust Final Prediction Error (as computed by the function lmRob.RFPE) is calculated for the current model and for each sub-model achievable by deleting a single term. The function then either steps to the sub-model with the lowest Robust Final Prediction Error or, if the current model has the lowest Robust Final Prediction Error, terminates. The scale estimate from object is used to compute the Robust Final Prediction Error throughout the procedure unless the scale argument is provided in which case the user specified value is used.
目前只有向后逐步选择的支持。在每一步的鲁棒最终预报误差(计算的功能lmRob.RFPE)计算当前模型和各子模型的实现删除一个单一的术语。该函数然后步骤子模型与最低的鲁棒最终预测误差,或者如果当前的模型具有的最低的鲁棒最终预测误差,终止。 object的规模估计在整个过程中,除非scale参数在这种情况下,用户使用指定的值来计算的鲁棒最终预报误差。
值----------Value----------
the model with the lowest Robust Final Prediction Error encountered during the stepwise procedure is returned. Additionally, an anova element corresponding to the steps taken in the search is appended to the returned object. If a keep function was provided then the kept values can be found in the keep element of the returned object.
返回模型与最低的鲁棒最终预报误差的逐步过程中遇到的。此外,anova在搜索中所采取的步骤,相应的元素被添加到返回的对象。如果一个keep功能提供了保存的值可以在keep元素,返回的对象。
参见----------See Also----------
lmRob, lmRob.RFPE, add1.lmRob, drop1.lmRob.
lmRob,lmRob.RFPE,add1.lmRob,drop1.lmRob。
实例----------Examples----------
data(stack.dat)
stack.rob <- lmRob(Loss ~ ., data = stack.dat)
## The default behavior is to try dropping all terms ##[#默认行为是尝试删除所有条款##]
step.lmRob(stack.rob)
## Keep Water.Temp in the model ##[#保持Water.Temp模型中的##]
my.scope <- list(lower = . ~ Water.Temp, upper = . ~ .)
step.lmRob(stack.rob, scope = my.scope)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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