LinearModel.stepwise Matlab R2011a

Hi there

I am trying to perform a stepwise regression. The code i tired is the following :

    mdl = LinearModel.stepwise(X,y,modelspec,'VarNames', {labx1,labx2,labx3,labx4,laby});

and i got te following error message :

??? Undefined variable "LinearModel" or class
"LinearModel.stepwise".

it is weird because i used the exact same code as the one described here :

http://www.mathworks.fr/help/toolbox/stats/linearmodel.stepwise.html

I am afraid this is because i have an older release of Matlab. I use R2011a with Statistics Toolbox 7.5. I have been trying to read the "documentation for older releases" but the website would accept neither my License number nor my activation key so i can't access the documentation. This is a student license.

What can I do ? Thank you very much Laurie

Answer 1

[the cyclist]

You are correct to guess that the problem is that you have an older release. However, you still have some options in R2011a. There are two functions for stepwise regression: stepwise() and stepwisefit(). One of them uses an interactive UI, and the other does not.

Answer 2

[laurie]

Hi cyclist :)

Thank you ! that is exactly what i was looking for. Do you know if stepwisefit() automatically includes interactions ? or do i have to add those regressors manually ? apparently yes but this seems surprising ?

[the cyclist]

I would check "doc stepwisefit" to be 100% certain, but I'm pretty sure you have to add interactions terms separately.

For future reference, your "answer" here would have been better placed as a comment on my answer. Also, please consider accepting my answer, which might help future users with a similar question.

[laurie]

okay thank you :)

ps : i found that X=x2xf(X,'interaction') allows one to add the interactions in X so you don't have to construct them manually. you also have to delete the "constant" column that x2xf adds as the first column of X and that stepwisefit() doesn't need.