termtable {relevance} | R Documentation |
Statistics for Linear Models, Including Relevance Statistics
Description
Calculate a table of statistics for (multiple) regression mdels with a linear predictor
Usage
termtable(object, summary = summary(object), testtype = NULL,
r2x = TRUE, rlv = TRUE, rlv.threshold = getOption("rlv.threshold"),
testlevel = getOption("testlevel"), ...)
relevance.modelclasses
Arguments
object |
result of a model fitting function like |
summary |
result of |
testtype |
type of test to be applied for dropping each term in
turn. If |
r2x |
logical: should the collinearity measures “ |
rlv |
logical: Should relevances be calculated? |
rlv.threshold |
Relevance thresholds, vector containing the elements
|
testlevel |
1 - confidence level |
... |
further arguments, ignored |
Details
relevance.modelclasses
collects the names of classes of model
fitting results that can be handled by termtable
.
If testtype
is not specified, it is determined by the class of
object
and its attribute family
as follows:
"F"
:or t for objects of class
lm, lmrob
andglm
with familiesquasibinomial
andquasipoisson
,"Chi-squared"
:for other
glm
s andsurvreg
Value
data.frame
with columns
coef
:coefficients for terms with a single degree of freedom
df
:degrees of freedom
se
:standard error of
coef
statistic
:value of the test statistic
p.value, p.symbol
:p value and symbol for it
Sig0
:significance value for the test of
coef==0
ciLow, ciUp
:confidence interval for
coef
stcoef
:standardized coefficient (standardized using the standard deviation of the 'error' term,
sigma
, instead of the response's standard deviation)st.Low, st.Up
:confidence interval for
stcoef
R2.x
:collinearity measure (
= 1 - 1 / vif
, wherevif
is the variance inflation factor)coefRle
:estimated relevance of
coef
coefRls
:secured relevance, lower end of confidence interval for the relevance of
coef
coefRlp
:potential relevance, the upper end of the confidence interval.
dropRle, dropRls, dropRlp
:analogous values for drop effect
predRle, predRls, predRlp
:analogous values for prediction effect
In addition, it has attributes
testtype
:as determined by the argument
testtype
or the class and attributes ofobject
.fitclass
:class and attributes of
object
.family, dist
:more specifications if applicable
Author(s)
Werner A. Stahel
References
Werner A. Stahel (2020). Measuring Significance and Relevance instead of p-values. Submitted
See Also
getcoeftable
;
for printing options, print.inference
Examples
data(swiss)
rr <- lm(Fertility ~ . , data = swiss)
rt <- termtable(rr)
rt