will add() or drop() function work more similarly as SAS?
I understand that there are not many observation points which might cause
the problem, but why can the automated process run successfully in SAS
instead?
From: David Winsemius
To: Liang Che/US/TLS/PwC@Americas-US
Cc:
Date: 10/08/2012 09:10 PM
Subject:Re: [R] why does R stepAIC keep unsignificant variables?
On Oct 8, 2012, at 5:43 PM, liang@us.pwc.com wrote:
> Ran a bunch of variables in R and the final result of StepAIC is as
below:
> Why are the first 5 variables kept in the stepwise result?? Are the
last
> 4 variables finally chosen after Stepwise? Thanks
>
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 1.315e-01 2.687e-01 0.490 0.63611
> Core_CPI__ 1.290e-02 7.496e-03 1.721 0.11927
> GDP_change -3.482e-03 2.075e-03 -1.678 0.12767
> Unemployment 1.209e-02 6.970e-03 1.735 0.11685
> interest -5.580e-03 3.923e-03 -1.422 0.18863
> housing 6.692e-04 5.812e-04 1.151 0.27928
> S_P 7.636e-05 3.967e-05 1.925 0.08641 .
> d1 2.087e-02 6.102e-03 3.421 0.00762 **
> d2 -2.059e-02 7.331e-03 -2.808 0.02043 *
> d3 -2.769e-02 6.268e-03 -4.418 0.00168 **
> ---
> Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
> Residual standard error: 0.008362 on 9 degrees of freedom
> Multiple R-squared: 0.9534, Adjusted R-squared: 0.9069
> F-statistic: 20.48 on 9 and 9 DF, p-value: 5.866e-05
install.package(fortunes)
requie(fortune)
fortune(182)
--
David Winsemius, MD
Alameda, CA, USA
__
The information transmitted, including any attachments, is intended only for
the person or entity to which it is addressed and may contain confidential
and/or privileged material. Any review, retransmission, dissemination or other
use of, or taking of any action in reliance upon, this information by persons
or entities other than the intended recipient is prohibited, and all liability
arising therefrom is disclaimed. If you received this in error, please contact
the sender and delete the material from any computer. PricewaterhouseCoopers
LLP is a Delaware limited liability partnership. This communication may come
from PricewaterhouseCoopers LLP or one of its subsidiaries.
[[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.
