step.adj(someMTP)
step.adj()所属R语言包:someMTP
Multipicity correction for Stepwise Selected models
Multipicity逐步选择模型的修正
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Corrects the p-value due to model selection. It works with models of class glm and selected with function step {stats\).
修正p值由于模型的选择。与模型类glm和选择功能step {stats\)。
用法----------Usage----------
step.adj(object, MC = 1000, scope = NULL, scale = 0, direction = c("both", "backward", "forward"), trace = 0, keep = NULL, steps = 1000, k = 2)
参数----------Arguments----------
参数:object
object of class glm. Note that formula have to write by variables name like y~var1+var2+var3, data is a data.frame (see example below), offset is not yet implemented, avoid its use, glm(formula, data, family=gaussian) produce the same result of lm(formula, data), then linear model can be allways performed
对象类glm。需要注意的是formula写的y~var1+var2+var3,data是一个数据框(见下面的例子),offset尚未实现,避免其使用的变量名, glm(formula, data, family=gaussian)流明(公式,数据)产生相同的结果,那么线性模型可以总是执行
参数:MC
number of random permutations for the dependent variable
为因变量的随机排列的数量
参数:scope
as in function step
如在函数step
参数:scale
as in function step
如在函数step
参数:direction
as in function step
如在函数step
参数:trace
as in function step
如在函数step
参数:keep
as in function step
如在函数step
参数:steps
as in function step
如在函数step
参数:k
as in function step, other arguments are not implemented yet.
的功能step,其他参数没有实现。
Details
详细信息----------Details----------
It performs anova function (stats library) on the model selected by function step vs the null model with the only intercept and it corrects for multiplicity. For lm models and gaussian glm models it computes a F-test, form other models it uses Chisquare-test (see also anova.glm and anova.lm help).
只拦截对空模型的模型选择功能步骤进行方差分析功能(统计库)和校正多样性。 lm模型和高斯glm模型计算出F-测试,其他形式的模型,它使用卡方检验(见anova.glm和anova.lm帮助)。
值----------Value----------
An anova table with an extra column reporting the corrected p-value
anova表与一个额外的列报告修正后的p值
(作者)----------Author(s)----------
Livio Finos and Chiara Brombin
参考文献----------References----------
L. Finos, C. Brombin, L. Salmaso (2010). Adjusting stepwise p-values in generalized linear models. Communications in Statistics - Theory and Methods.
参见----------See Also----------
glm, anova
glm,anova
实例----------Examples----------
set.seed(17)
y=rnorm(10)
x=matrix(rnorm(50),10,5)
#define a data.frame to be used in the glm function[定义数据框,可以使用在glm对应函数]
DATA=data.frame(y,x)
#fit the model on a toy dataset[在玩具拟合模型数据集]
mod=glm(y~X1+X2+X3+X4+X5,data=DATA)
#select the model using function step[选择模型中使用的功能步骤]
mod.step=step(mod, trace=0)
#test the selected model vs the null model[测试选取的模型与空模型]
anova(glm(y~1, data=DATA),mod.step,test="F")
#step.adj do the same, but it also provides multiplicity control[step.adj这样做,但它也提供了多重控制]
step.adj(mod,MC=101, trace=0)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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