f1st {gausscov}

Stepwise selection of covariates

Description

Stepwise selection of covariates

Usage

f1st(y,x,p0=0.01,kmn=0,kmx=0,kex=0,mx=21,sub=T,inr=T,xinr=F,qq=-1)

Arguments

y

Dependent variable

x

Covariates

p0

The P-value cut-off

kmn

The minimum number of included covariates irrespective of cut-off P-value

kmx

The maximum number of included covariates irrespective of cut-off P-value.

kex

The excluded covariates

mx

The maximum number covariates for an all subset search

sub

Logical if TRUE best subset selected

inr

Logical if TRUE include intercept if not present

xinr

Logical if TRUE intercept already present

qq

The number of covariates to choose from. If qq=-1 the number of covariates of x is used.

Value

pv In order the included covariates, the regression coefficient values, the Gaussian P-values, the standard P-values.

res The residuals

stpv The covariates in order of selection, Gaussian P-values and sum of squared residuals.

Examples

data(boston)
bostint<-fgeninter(boston[,1:13],2)[[1]]
a<-f1st(boston[,14],bostint,kmn=10,sub=TRUE)