If you care about confidence interval coverage, type I error, or predictive accuracy, trying different models in this way is not the way to go.
Frank agent dunham wrote: > > Dear all, > > I want to improve my adj - R sq. I 've chequed some established models and > they introduce two times the same variable, one transformed, and the other > not. It also improves my adj - R sq. > > But, isn't this bad for the collinearity? Do I interpret coefficients as > usual? > > Estimate Std. Error t value Pr(>|t|) > (Intercept) 1.73140 7.22477 0.240 0.81086 > v1 -0.33886 0.20321 -1.668 0.09705 . > log(v1) 2.63194 3.74556 0.703 0.48311 > v2 -0.01517 0.01089 -1.394 0.16507 > log(v3) -0.45719 0.27656 -1.653 0.09995 . > factor1 -1.81517 0.62155 -2.920 0.00392 ** > factor2 -1.87330 0.84375 -2.220 0.02759 * > > Analysis of Variance Table > > Response: height rise > Df Sum Sq Mean Sq F value Pr(>F) > v1 1 51.25 51.246 21.4128 6.842e-06 *** > log(v1) 1 13.62 13.617 5.6897 0.018048 * > v2 1 2.84 2.836 1.1850 0.277713 > log(v3) 1 3.02 3.024 1.2638 0.262357 > factor1 1 17.62 17.616 7.3608 0.007279 ** > factor2 1 11.80 11.797 4.9294 0.027586 * > Residuals 190 454.71 2.393 > > Thanks, > u...@host.com > ----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/lm-v1-log-v1-improve-adj-Rsq-any-sense-tp3396935p3397136.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
