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Sent from my phone. Please excuse my brevity.
beginner <pa...@nottingham.ac.uk> wrote:
>I would like to run a loop in R. I have never done this before, so I
>would be
>very grateful for your help !
>
>1. I have a sample set: 25 objects. I would like to draw 1 object from
>it
>and use it as a test set for my future external validation. The
>remaining 24
>objects I would like to use as a training set (to select a model). I
>would
>like to repeat this process until all 25 objects are used as a test
>set.
>
>2. For each of the training sets I would like to run the following
>code:
>
>
>library(leaps)
>forward <- regsubsets(Y ~.,data = training, method = "forward",
>nbest=1)
>backward <- regsubsets(Y ~.,data = training, method = "backward",
>nbest=1)
>stepwise <- regsubsets(Y ~., data = training, method = "seqrep",
>nbest=1)
>exhaustive <- regsubsets(Y ~.,data = training, method = "forward",
>nbest=1)
>summary(forward)
>summary(backward)
>summary(stepwise)
>summary(exhaustive)
>
>I would like R programme to select the best model (with the highest
>adjusted
>R2) using each of the selection methods, so there are 4 final best
>models
>(e.g. the best model selected with forward selection, the best model
>selected with backward selection and so on...).
>
>
>Afterwards I would like to perform internal cross validation of all 4
>selected models and choose 1 out of 4 which has the lowest average mean
>squared error (MSE). I used to do it using the code below:
>
>library(DAAG)
>val.daag<-CVlm(df=training, m=1, form.lm=formula(Y ~ X1+X2+X3))
>val.daag<-CVlm(df=training, m=1, form.lm=formula(Y ~ X1+X2+X4))
>val.daag<-CVlm(df=training, m=1, form.lm=formula(Y ~ X3+X4+X5))
>val.daag<-CVlm(df=training, m=1, form.lm=formula(Y ~ X4+X5+X7))
>
>For the best selected model (the lowest MSE) I would like to perform an
>external validation on 1 object left on the site at the beginning of
>the
>study (please refer to point 1.).
>
>3. And loop again using different training and test set ....
>
>
>I hope that you could help me with this.
>
>If you have any suggestions how to select the best model and perform
>validation more efficiently, I would be happy to hear about that.
>
>Thank you !
>
>
>
>--
>View this message in context:
>http://r.789695.n4.nabble.com/How-to-write-a-loop-in-R-to-select-multiple-regression-model-and-validate-it-tp4668669.html
>Sent from the R help mailing list archive at Nabble.com.
>
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>PLEASE do read the posting guide
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>and provide commented, minimal, self-contained, reproducible code.
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