从leaps Regs子集获取所有模型
我使用regsubset搜索模型。是否可以从参数选择列表中自动创建所有从leaps Regs子集获取所有模型,r,regression,linear-regression,lm,R,Regression,Linear Regression,Lm,我使用regsubset搜索模型。是否可以从参数选择列表中自动创建所有lm library(leaps) leaps<-regsubsets(y ~ x1 + x2 + x3, data, nbest=1, method="exhaustive") summary(leaps)$which (Intercept) x1 x2 x3
lm
library(leaps)
leaps<-regsubsets(y ~ x1 + x2 + x3, data, nbest=1, method="exhaustive")
summary(leaps)$which
(Intercept) x1 x2 x3
1 TRUE FALSE FALSE TRUE
2 TRUE FALSE TRUE TRUE
3 TRUE TRUE TRUE TRUE
库(跳跃)
leaps我不知道你为什么想要所有型号的列表summary
和coef
方法应该可以很好地为您服务。但我将首先从纯编程的角度回答您的问题,然后回到这一点
一种简单的方法是通过重新格式化:
reformulate(termlabels, response = NULL, intercept = TRUE)
以下是如何:
## you are masking `leaps` and `data` function!!
leaps <- regsubsets(y ~ x1 + x2 + x3, data, nbest = 1, method = "exhaustive")
X <- summary(leaps)$which
xvars <- dimnames(X)[[2]][-1] ## column names (all covariates except intercept)
responsevar <- "y" ## name of response
lst <- vector("list", dim(X)[1]) ## set up an empty model list
## loop through all rows / model specifications
for (i in 1:dim(X)[1]) {
id <- X[i, ]
form <- reformulate(xvars[which(id[-1])], responsevar, id[1])
lst[[i]] <- lm(form, data)
}
你会得到所有模型的系数和方差-协方差矩阵。问题是相互作用项…它们在模型中不是明确的变量名称。有没有办法得到所有模型的所有正则子集的MSE?
coef(leaps, 1:dim(X)[1], TRUE)