"R stepAIC()"의 두 판 사이의 차이

2021년 4월 27일 (화) 23:46 기준 최신판

1 개요[ | ]

R stepAIC()

"Choose A Model By AIC In A Stepwise Algorithm → AIC에 따라 단계적 알고리즘으로 모델 선택"

options(echo=T)
library(MASS)
quine.hi <- aov(log(Days + 2.5) ~ .^4, quine)
quine.nxt <- update(quine.hi, . ~ . - Eth:Sex:Age:Lrn)
quine.stp <- stepAIC(quine.nxt,
    scope = list(upper = ~Eth*Sex*Age*Lrn, lower = ~1),
    trace = FALSE)
quine.stp$anova

cpus1 <- cpus
for(v in names(cpus)[2:7])
  cpus1[[v]] <- cut(cpus[[v]], unique(quantile(cpus[[v]])),
                    include.lowest = TRUE)
cpus0 <- cpus1[, 2:8]  # excludes names, authors' predictions
cpus.samp <- sample(1:209, 100)
cpus.lm <- lm(log10(perf) ~ ., data = cpus1[cpus.samp,2:8])
cpus.lm2 <- stepAIC(cpus.lm, trace = FALSE)
cpus.lm2$anova

example(birthwt)

birthwt.glm <- glm(low ~ ., family = binomial, data = bwt)
birthwt.step <- stepAIC(birthwt.glm, trace = FALSE)
birthwt.step$anova

birthwt.step2 <- stepAIC(birthwt.glm, ~ .^2 + I(scale(age)^2)
    + I(scale(lwt)^2), trace = FALSE)
birthwt.step2$anova

quine.nb <- glm.nb(Days ~ .^4, data = quine)
quine.nb2 <- stepAIC(quine.nb)

quine.nb2$anova

2 같이 보기[ | ]

3 참고[ | ]

https://www.rdocumentation.org/packages/MASS/versions/7.3-53/topics/stepAIC

@@ 3번째 줄: / 3번째 줄: @@
 * "Choose A Model By AIC In A Stepwise Algorithm {{해석|AIC에 따라 단계적 알고리즘으로 모델 선택}}"
-<syntaxhighlight lang='r' run>
+<syntaxhighlight lang='r' notebook>
+options(echo=T)
 library(MASS)
 quine.hi <- aov(log(Days + 2.5) ~ .^4, quine)
@@ 11번째 줄: / 12번째 줄: @@
      trace = FALSE)
 quine.stp$anova
+</syntaxhighlight>
+<syntaxhighlight lang='r' notebook>
 cpus1 <- cpus
 for(v in names(cpus)[2:7])
@@ 21번째 줄: / 23번째 줄: @@
 cpus.lm2 <- stepAIC(cpus.lm, trace = FALSE)
 cpus.lm2$anova
+</syntaxhighlight>
+<syntaxhighlight lang='r' notebook>
 example(birthwt)
+</syntaxhighlight>
+<syntaxhighlight lang='r' notebook>
 birthwt.glm <- glm(low ~ ., family = binomial, data = bwt)
 birthwt.step <- stepAIC(birthwt.glm, trace = FALSE)
 birthwt.step$anova
+</syntaxhighlight>
+<syntaxhighlight lang='r' notebook>
 birthwt.step2 <- stepAIC(birthwt.glm, ~ .^2 + I(scale(age)^2)
      + I(scale(lwt)^2), trace = FALSE)
 birthwt.step2$anova
+</syntaxhighlight>
+<syntaxhighlight lang='r' notebook>
 quine.nb <- glm.nb(Days ~ .^4, data = quine)
 quine.nb2 <- stepAIC(quine.nb)
+</syntaxhighlight>
+<syntaxhighlight lang='r' notebook>
 quine.nb2$anova
 </syntaxhighlight>
 ==같이 보기==
+{{z컬럼3|
 * [[AIC]]
 * [[R step()]]
 * [[R addterm()]]
 * [[R dropterm()]]
+* [[R 전진선택법]]
+* [[R 후진제거법]]
+}}
 ==참고==