Hi I have a set of data with both quantitative and categorical predictors. After scaling of response variable, i looked for multicollinearity (VIF values) among the predictors and removed the predictors who were hinding some of the other significant predictors. I'm curious to know whether the predictors (who are not significant) while doing simple 'lm' will be involved in interactions. How do i take into account interactions of those predictors whom i removed just on the basis of multicollinearity ?
I'll appreciate if someone can throw some light on this matter and how to use R to detect the interactions effectively . Thanks Regards Dev ------Final 'lm model'-------------------- > logmodelfull_minus_run_hr_walk_batting <- lm(log(salary) ~ hit+rbi + walk + obp + strike.out+free.agent.eligible+free.agent.1991+arbitr.elgible.) > summary(logmodelfull_minus_run_hr_walk_batting) Call: lm(formula = log(salary) ~ hit + rbi + walk + obp + strike.out + free.agent.eligible + free.agent.1991 + arbitr.elgible.) Residuals: Min 1Q Median 3Q Max -2.41786 -0.28911 -0.02814 0.31890 1.49007 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 5.340782 0.251218 21.260 < 2e-16 *** hit 0.004479 0.001158 3.867 0.000133 *** rbi 0.011102 0.002195 5.059 7.05e-07 *** walk 0.005421 0.002206 2.457 0.014533 * obp -1.385584 0.824105 -1.681 0.093653 . strike.out -0.005399 0.001438 -3.755 0.000205 *** free.agent.eligible1 1.611521 0.080657 19.980 < 2e-16 *** free.agent.19911 -0.301243 0.103481 -2.911 0.003848 ** arbitr.elgible.1 1.293059 0.086696 14.915 < 2e-16 *** --- Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 Residual standard error: 0.5351 on 328 degrees of freedom Multiple R-Squared: 0.7981, Adjusted R-squared: 0.7932 F-statistic: 162.1 on 8 and 328 DF, p-value: < 2.2e-16 ---------------------------------------------------------------------------- ---------------------------------------------------- --------------with interactions---------------------------------------------------------------- --------------------------- > > summary(baseball.lgmodel_with_interactions_ALL_arbid) Call: lm(formula = log(salary) ~ hit + rbi + strike.out + free.agent.eligible + free.agent.1991 + arbitr.elgible. + hit * free.agent.1991 + hit * arbitr.elgible. + hit * rbi + rbi * free.agent.eligible + rbi * arbitr.elgible. + rbi * arbitr.1991 + hit * strike.out + strike.out * free.agent.eligible + strike.out * arbitr.elgible. + strike.out * run + strike.out * hr + hit * free.agent.eligible + free.agent.eligible * run + hit * free.agent.1991 + strike.out * free.agent.1991 + free.agent.1991 * batting + free.agent.1991 * obp + arbitr.elgible. * run + batting * double + obp * run + obp * hr + walk * stolen.base + hit * arbitr.1991 + free.agent.eligible * double + arbitr.elgible. * double + strike.out * triple + triple * batting + triple * walk + triple * walk + hit * hr + rbi * hr + free.agent.eligible * hr + free.agent.1991 * hr + arbitr.elgible. * hr + hr * arbitr.1991 + hit * walk + free.agent.eligible * walk + walk * rbi + rbi * stolen.base + strike.out * stolen.base + stolen.base * batting + stolen.base * walk + stolen.base * rbi + stolen.base * walk + arbitr.elgible. * error) Residuals: Min 1Q Median 3Q Max -2.29352 -0.28287 -0.03748 0.29790 1.31590 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 5.217e+00 3.467e-01 15.048 < 2e-16 *** hit 6.927e-03 6.226e-03 1.112 0.266889 rbi 1.908e-02 1.150e-02 1.658 0.098350 . strike.out -5.692e-03 4.586e-03 -1.241 0.215517 free.agent.eligible1 1.287e+00 2.259e-01 5.699 3.05e-08 *** free.agent.19911 3.828e-01 6.575e-01 0.582 0.560914 arbitr.elgible.1 1.038e+00 2.195e-01 4.726 3.63e-06 *** arbitr.19911 -1.024e+00 4.392e-01 -2.331 0.020443 * run 4.932e-02 2.905e-02 1.698 0.090682 . hr -1.093e-01 7.208e-02 -1.516 0.130543 batting -1.814e-01 2.558e+00 -0.071 0.943522 obp -1.375e+00 2.253e+00 -0.610 0.542099 double -5.259e-02 4.489e-02 -1.172 0.242349 walk 1.395e-02 9.757e-03 1.430 0.153808 stolen.base -1.685e-02 4.299e-02 -0.392 0.695372 triple -1.367e-01 1.600e-01 -0.854 0.393807 error -4.097e-03 6.879e-03 -0.595 0.552007 hit:free.agent.19911 8.248e-04 4.611e-03 0.179 0.858174 hit:arbitr.elgible.1 4.873e-03 6.448e-03 0.756 0.450395 hit:rbi -1.382e-04 7.709e-05 -1.792 0.074184 . rbi:free.agent.eligible1 5.352e-03 9.555e-03 0.560 0.575855 rbi:arbitr.elgible.1 -3.384e-03 1.136e-02 -0.298 0.766072 rbi:arbitr.19911 3.596e-02 2.179e-02 1.650 0.100046 hit:strike.out 5.480e-06 5.446e-05 0.101 0.919917 strike.out:free.agent.eligible1 -2.570e-03 4.282e-03 -0.600 0.548890 strike.out:arbitr.elgible.1 -9.703e-04 5.234e-03 -0.185 0.853068 strike.out:run 1.685e-04 1.246e-04 1.352 0.177345 strike.out:hr -3.088e-04 2.277e-04 -1.356 0.176229 hit:free.agent.eligible1 -1.359e-03 6.224e-03 -0.218 0.827363 free.agent.eligible1:run 1.248e-02 9.109e-03 1.370 0.171917 strike.out:free.agent.19911 -1.851e-02 5.974e-03 -3.099 0.002140 ** free.agent.19911:batting 7.076e-01 6.200e+00 0.114 0.909215 free.agent.19911:obp -1.421e+00 3.952e+00 -0.360 0.719394 arbitr.elgible.1:run -8.541e-03 8.773e-03 -0.974 0.331100 batting:double 2.346e-01 1.609e-01 1.458 0.145884 run:obp -1.825e-01 7.492e-02 -2.436 0.015462 * hr:obp 3.687e-01 2.116e-01 1.742 0.082608 . walk:stolen.base -6.789e-05 1.557e-04 -0.436 0.663083 hit:arbitr.19911 -5.835e-03 7.084e-03 -0.824 0.410808 free.agent.eligible1:double -1.151e-02 1.663e-02 -0.692 0.489334 arbitr.elgible.1:double 2.169e-03 1.938e-02 0.112 0.910985 strike.out:triple -8.106e-04 6.023e-04 -1.346 0.179475 batting:triple 5.179e-01 5.599e-01 0.925 0.355841 walk:triple 8.755e-04 9.262e-04 0.945 0.345349 hit:hr -3.320e-04 2.626e-04 -1.264 0.207180 rbi:hr 4.748e-04 3.015e-04 1.575 0.116414 free.agent.eligible1:hr 1.840e-02 2.313e-02 0.796 0.426972 free.agent.19911:hr 7.216e-02 1.889e-02 3.819 0.000165 *** arbitr.elgible.1:hr 4.111e-02 2.803e-02 1.467 0.143564 arbitr.19911:hr -2.368e-02 4.647e-02 -0.510 0.610723 hit:walk 3.173e-05 7.826e-05 0.405 0.685442 free.agent.eligible1:walk -5.423e-03 4.984e-03 -1.088 0.277472 rbi:walk -7.569e-05 1.313e-04 -0.577 0.564598 rbi:stolen.base 3.980e-05 1.605e-04 0.248 0.804409 strike.out:stolen.base -2.611e-04 1.615e-04 -1.617 0.107004 batting:stolen.base 1.552e-01 1.434e-01 1.082 0.280020 arbitr.elgible.1:error 3.930e-03 1.390e-02 0.283 0.777495 --- Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 Residual standard error: 0.4925 on 280 degrees of freedom Multiple R-Squared: 0.854, Adjusted R-squared: 0.8248 F-statistic: 29.24 on 56 and 280 DF, p-value: < 2.2e-16 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html