HI,
I am not sure about the ?update() method.
You could try this:
set.seed(232)
mat1<-matrix(sample(1:100,80,replace=TRUE),ncol=8) #with 8 columns
dat1<-data.frame(mat1)
names(dat1)[1]<-"Y"
fit<-lm(Y~.,data=dat1)
res<-coef(summary(fit))
res
# Estimate Std. Error t value Pr(>|t|)
#(Intercept) 143.763081344 21.9902865 6.53757200 0.02260698
#X2 -0.009030461 0.1103611 -0.08182650 0.94223654
#X3 -1.844809745 0.2655513 -6.94709326 0.02009766
#X4 1.436647351 0.2540660 5.65462216 0.02988003
#X5 -0.005406684 0.2906822 -0.01859998 0.98684896
#X6 -0.050101169 0.1486149 -0.33712071 0.76811703
#X7 0.563284987 0.1204945 4.67477901 0.04284010
#X8 -1.901918462 0.2697166 -7.05154460 0.01952387
Wtd<-row.names(res[res[,"Pr(>|t|)"]<0.05,])
Wtd1<-Wtd[!grepl("\\(.*\\)",Wtd)]
fit1<-lm(as.formula(paste("Y~",paste(Wtd1,collapse="+"))),data=dat1)
coef(summary(fit1))
# Estimate Std. Error t value Pr(>|t|)
#(Intercept) 146.8921451 10.87053736 13.51287 3.975711e-05
#X3 -1.9002023 0.10667909 -17.81232 1.023637e-05
#X4 1.4421062 0.09790384 14.72982 2.606788e-05
#X7 0.5726324 0.05396720 10.61075 1.285606e-04
#X8 -1.9560052 0.14204298 -13.77052 3.625118e-05
A.K.
________________________________
From: farnoosh sheikhi <farnoosh...@yahoo.com>
To: arun <smartpink...@yahoo.com>
Sent: Wednesday, November 21, 2012 2:47 PM
Subject: update fit (removing insignificant variables)
Hi there,
I have a question for removing insignificant predictors from fit.
The output looks like below but with 170 predictors.
Lab_1 0.037928 *
Lab_2 0.030423 *
Lab_4 0.616122
Lab_7 0.101278
Lab_8 2.44e-06 ***
Lab_12 0.003181 **
Lab_14 0.096809
I need to update my model with significant ones.
I know if I want to remove one, I use the following code, but I don't know how
to do that for 70 insignificant predictors.
fit2<-update(fit, .~. -Lab_7)
Thanks a lot.
Best,Farnoosh Sheikhi
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