Note that this message is cross-posted in cross-validated ... http://stats.stackexchange.com/questions/68250/selection-of-regressors
Jean On Sat, Aug 24, 2013 at 11:48 AM, beginner <pa...@nottingham.ac.uk> wrote: > I have a question about the package leaps which I am using for model > selection. > > I would like to compare 4 different selection methods: forward, backward, > stepwise and best subset. I used the code below: > > library(leaps) forward <- regsubsets(Response ~.,data = mydata, method = > "forward", nbest=1) > backward <- regsubsets(Response ~.,data = mydata, method = "backward", > nbest=1) stepwise <- regsubsets(Response ~., data = mydata, method = > "seqrep", nbest=1) best subset <- regsubsets(Response ~.,data = mydata, > method = "forward", nbest=1) > > > opt = par (mfrow =c(2,2)) plot(forward, scale = "adjr2", main = "Forward > Selection") plot(backward, scale = "adjr2", main = "Backward Selection") > plot(stepwise, scale = "adjr2", main = "Stepwise selection") plot(best > subset, scale = "adjr2", main = "Best subset selection") > > Using these commands I obtained figures below: > <http://r.789695.n4.nabble.com/file/n4674451/leaps.png> > > I am wondering why figure A and D are similar to each other (and also > figure > B aand C). I would expect different algorithms to select models in a > different way. For instance models selected with forward selection method > should be chosen based on the significance level/ AIC value. On the other > hand models selected with best subset selection method should be chosen > based on the sample satisitcs. I am also wondering why forward selection > does not choose one variable at the time adding it to the exisitng model ? > Also Fig B shows that backward selection starts with eight variables in the > model. Why it does not start with all the variables and excludes one at the > time ? > > I would be very grateful for these clarifications. > > > > -- > View this message in context: > http://r.789695.n4.nabble.com/Selection-of-regressors-tp4674451.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. > [[alternative HTML version deleted]] ______________________________________________ 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.
