fstepstepwise {gausscov}R Documentation

Repeated stepwise selection of covariates

Description

Repeated stepwise selection of covariates

Usage

fstepstepwise(y, x, alpha, nu = 1, kmax = 0, kexk = 0,
  lmax = 10^10, intercept = TRUE, chkintercept = FALSE,
  misclass = FALSE)

Arguments

y

Dependent variable

x

Covariates

alpha

The P-value cut-off

nu

The order statistic of Gaussian covariates used for comparison

kmax

The maximum number of included covariates

kexk

The excluded covariates

lmax

The maximum number of linear approximations

intercept

Logical to include intercept

chkintercept

Logical to include or exclude intercept dependent on the P-value

misclass

Logical giving the number of misclassifications if appropriate, eg for binary y

Value

pv In order, the number of linear approximation, the included covariates, the P-values, sum of squared residuals and if appropriate number of misclassifications.

Examples

data(leukemiax)
data(leukemiay)
fstepstepwise(ly.original,lx.original,0.01,lmax=10,misclass=TRUE)

[Package gausscov version 0.0.2 Index]