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Does stepwisefit function is able to evaluate using adjusted R-squared instead p-value?

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América H
América H 2016 年 3 月 7 日
コメント済み: América H 2016 年 3 月 15 日
I want to select the most relevant variables for a model. I use stepwise fit which evaluates individually by p-value, instead I want to evaluate by using adjusted R-Squared to have an idea of how much the selected variables explain the model.

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Tom Lane
Tom Lane 2016 年 3 月 11 日
There is a newer function that can do that:
load hald
stepwiselm(ingredients,heat,'Criterion','adjrsquared')
  1 件のコメント
América H
América H 2016 年 3 月 15 日
Thanks Tom! This is very useful.

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