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February 4, 2018 16:29
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There is no good example code online of how to do forward selection with MASS::stepAIC and that's really annoying
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#So here's an example of that | |
x<-rnorm(100) | |
y<-rnorm(100) | |
z<-rnorm(100) | |
xy<-x+2*y+rnorm(100) | |
# everything needs to be in a dataframe | |
data<-data.frame(xy,x,y,z) | |
# stepAIC is in MASS | |
library(MASS) | |
# need to define the starting model | |
initialModel<-lm(xy~1,data) | |
# need to define the model with all parameters | |
allModel<-lm(xy~.,data) | |
# now we can do stepAIC | |
stepAIC(initialModel,direction="forward", | |
scope=list(lower=initialModel, | |
upper=allModel) | |
) |
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