fstepwise {gausscov} | R Documentation |
Stepwise selection of covariates
fstepwise(y, x, alpha, nu = 1, kmax = 0, kexk = 0, intercept = TRUE, chkintercept = FALSE, misclass = FALSE)
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 |
intercept |
Logical to include intercept |
chkintercept |
Logical to include or exclude intercept dependent on the P-value |
misclass |
Logical The number of misclassifications if appropriate, eg for binary y |
pv The selected covariates in order together with P-values, sum of squared residuals and if appropriate number of misclassifications.
data(leukemiax) data(leukemiay) fstepwise(ly.original,lx.original,0.01,misclass=TRUE)