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 > [[alternative HTML version deleted]] ______________________________________________ [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