rms包fastbw回归函数的P值
我正在尝试rms包的fastbw函数,用于如下反向回归(使用mtcars数据集): 以下是该模型的结构:rms包fastbw回归函数的P值,r,regression,linear-regression,rms,R,Regression,Linear Regression,Rms,我正在尝试rms包的fastbw函数,用于如下反向回归(使用mtcars数据集): 以下是该模型的结构: > str(modbw) List of 10 $ result : num [1:4, 1:8] 0.0463 0.1701 0.5775 0.4152 1 ... ..- attr(*, "dimnames")=List of 2 .. ..$ : chr [1:4] "drat" "vs" "am" "gear" .. ..$ : chr [1:8]
> str(modbw)
List of 10
$ result : num [1:4, 1:8] 0.0463 0.1701 0.5775 0.4152 1 ...
..- attr(*, "dimnames")=List of 2
.. ..$ : chr [1:4] "drat" "vs" "am" "gear"
.. ..$ : chr [1:8] "Chi-Sq" "d.f." "P" "Residual" ...
$ names.kept : chr [1:2] "cyl" "wt"
$ factors.kept : int [1:2] 3 5
$ factors.deleted: int [1:4] 4 2 1 6
$ parms.kept : int [1:3] 1 4 6
$ parms.deleted : int [1:4] 5 3 2 7
$ coefficients : Named num [1:3] 39.69 -1.51 -3.19
..- attr(*, "names")= chr [1:3] "Intercept" "cyl" "wt"
$ var : num [1:3, 1:3] 3.254 -0.303 -0.358 -0.303 0.19 ...
..- attr(*, "dimnames")=List of 2
.. ..$ : chr [1:3] "Intercept" "cyl" "wt"
.. ..$ : chr [1:3] "Intercept" "cyl" "wt"
$ Coefficients : num [1:4, 1:7] 41.26 43.17 42.39 39.69 1.68 ...
..- attr(*, "dimnames")=List of 2
.. ..$ : NULL
.. ..$ : chr [1:7] "Intercept" "am" "vs" "cyl" ...
$ force : NULL
- attr(*, "class")= chr "fastbw"
> summary(modbw)
Length Class Mode
result 32 -none- numeric
names.kept 2 -none- character
factors.kept 2 -none- numeric
factors.deleted 4 -none- numeric
parms.kept 3 -none- numeric
parms.deleted 4 -none- numeric
coefficients 3 -none- numeric
var 9 -none- numeric
Coefficients 28 -none- numeric
force 0 -none- NULL
>
> summary.lm(modbw)
Error in if (p == 0) { : argument is of length zero
以下是summary的输出结构(summary.lm函数在此模型上不起作用):
但我找不到其中任何一个的p值。如何获取fastbw函数最终模型的P值列表?
P值的计算发生在
print.fastbw
函数中,由于某种原因,它们不会从函数返回。我本来打算自己使用print.fastbw
的源代码来重新计算它们,但我发现重新编写自己的print.fastbw
函数来返回p值要快得多
以下是经过修改的函数(注意print2不是通用函数):
它们是动态计算的。深入挖掘
rms:::print.fastbw
(类对象的print
方法fastbw
)您可以找到:
cof <- coef(x)
vv <- if (length(cof) > 1) diag(x$var) else x$var
z <- cof/sqrt(vv)
stats <- cbind(cof, sqrt(vv), z, 1 - pchisq(z^2, 1))
cof我很确定fastbw
不是用于统计推断的。。。你有哈雷尔的书《回归建模策略》吗?P值出现在输出中。因此,它在这里也一定相当重要。为什么在建筑物的任何地方都看不到它?
print2.fastbw <- function (x, digits = 4, estimates = TRUE, ...)
{
res <- x$result
fd <- x$factors.deleted
if (length(fd)) {
cres <- cbind(dimnames(res)[[1]], format(round(res[,
1], 2)), format(res[, 2]), format(round(res[, 3],
4)), format(round(res[, 4], 2)), format(res[, 5]),
format(round(res[, 6], 4)), format(round(res[, 7],
2)), if (ncol(res) > 7)
format(round(res[, 8], 3)))
dimnames(cres) <- list(rep("", nrow(cres)), c("Deleted",
dimnames(res)[[2]]))
cat("\n")
if (length(x$force))
cat("Parameters forced into all models:\n", paste(x$force,
collapse = ", "), "\n\n")
print(cres, quote = FALSE)
if (estimates && length(x$coef)) {
cat("\nApproximate Estimates after Deleting Factors\n\n")
cof <- coef(x)
vv <- if (length(cof) > 1)
diag(x$var)
else x$var
z <- cof/sqrt(vv)
stats <- cbind(cof, sqrt(vv), z, 1 - pchisq(z^2,
1))
dimnames(stats) <- list(names(cof), c("Coef", "S.E.",
"Wald Z", "P"))
return(stats)
}
}
else cat("\nNo Factors Deleted\n")
cat("\nFactors in Final Model\n\n")
nk <- x$names.kept
if (length(nk))
print(nk, quote = FALSE)
else cat("None\n")
}
> results <- print2.fastbw(modbw)
Deleted Chi-Sq d.f. P Residual d.f. P AIC R2
drat 0.05 1 0.8296 0.05 1 0.8296 -1.95 0.838
vs 0.17 1 0.6800 0.22 2 0.8974 -3.78 0.837
am 0.58 1 0.4473 0.79 3 0.8509 -5.21 0.833
gear 0.42 1 0.5194 1.21 4 0.8766 -6.79 0.830
Approximate Estimates after Deleting Factors
> results
Coef S.E. Wald Z P
Intercept 39.686261 1.8039853 21.999216 0.000000e+00
cyl -1.507795 0.4362091 -3.456588 5.470608e-04
wt -3.190972 0.7961871 -4.007817 6.128261e-05
> results[,4]
Intercept cyl wt
0.000000e+00 5.470608e-04 6.128261e-05
cof <- coef(x)
vv <- if (length(cof) > 1) diag(x$var) else x$var
z <- cof/sqrt(vv)
stats <- cbind(cof, sqrt(vv), z, 1 - pchisq(z^2, 1))