Type: | Package |
Title: | Stepwise Procedure for Beta, Beta-Binomial and Negative Binomial Regression Models |
Version: | 2.1.0 |
Author: | Sergio Garofalo |
Maintainer: | Sergio Garofalo <sergio.garofalo96@gmail.com> |
Description: | Starting from a Regression Model, it provides a stepwise procedure to select the linear predictor. |
License: | GPL-3 |
Encoding: | UTF-8 |
RoxygenNote: | 7.2.1 |
Imports: | glue, stats, betareg, combinat, aod, MASS |
NeedsCompilation: | no |
Packaged: | 2022-08-10 14:19:11 UTC; sergi |
Repository: | CRAN |
Date/Publication: | 2022-08-10 15:30:20 UTC |
StepBetaBinomial internal object
Description
StepBetaBinomial internal object
Usage
Combination_Terms(Terms, interaction = F)
Arguments
Terms |
Variables from the starting model |
interaction |
Parameter to define which part of linear predictor to operate |
Value
The function create alle possible combination of the linear predictor
Stepwise model selection for Beta Regression
Description
This function performs a stepwise algorithm to define the best linear predictor according to an user defined criterion (defeault is the Akaike Information Criterion aka AIC). It works for objects of class "betareg" from betareg function. If the object is different from "betareg" class, the function performs the classical step function in "stats" package.
Usage
StepBeta(object, k = 2, dispersion = T)
Arguments
object |
Object of class "betareg". If the class is different the function apply the step function in "stats" package |
k |
The penalty parameter used for the criterion, e.g. default is k = 2 which identify the classical AIC. BIC can be obtained as k = log(n) |
dispersion |
Provide the stepwise procedure also for dispersion parameter. Default is TRUE |
Details
StepBeta is different from step (stats) and stepAIC (MASS) functions; for an object of class "betareg" is impossible to use an algorithm which uses the function extractAIC Starting from a full model it provides a backaward procedure where the scope model is the reduced one.
First, StepBeta operates with all the principal effects included in the model; starting from the full model, the algorithm computes all the possible models, it calculates the measure (default is AIC) and it defines as a good predictor the model with lower AIC.
Then, based on the previous results, StepBeta operates adding all the possible interactive effects. As in the first passage, the model choosen by the algorithm is the one whose AIC is the lowest.
During the procedure, StepBeta considers all the possible models which betareg can fit. There are many cases where betareg function falls into error, in these cases the algorithm does not consider the linear predictor which causes the error and it goes forward.
Value
The algorithm returns an object of class "betareg"
Author(s)
Sergio Garofalo
References
Cribari-Neto, F., and Zeileis, A. (2010). Beta Regression in R. Journal of Statistical Software, 34(2), 1–24. 10.18637/jss.v034.i02
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole. (has iris3 as iris.)
Examples
## Starting from a "betareg" model
## Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language.
## Wadsworth & Brooks/Cole. (has iris3 as iris.)
## Prepare the data
library(betareg)
data <- iris
data$Sepal.Length <- data$Sepal.Length/(max(data$Sepal.Length) + 0.01)
###### Mean parameters
fullModel <- betareg(Sepal.Length ~ Sepal.Width * Petal.Length *
Petal.Width * Species, data = data)
reducedModel <- StepBeta(fullModel)
summary(reducedModel)
##### Mean and precision parameters
fullModel <- betareg(Sepal.Length ~ Sepal.Width * Petal.Length *
Petal.Width * Species| Sepal.Width + Petal.Length,
data = data)
reducedModel <- StepBeta(fullModel, dispersion = TRUE)
summary(reducedModel)
Stepwise model selection for Beta-Binomial and Negative Binomial Regressions from aod package
Description
This function performs a stepwise algorithm to define the best linear predictor according to an user defined criterion (defeault is the Akaike Information Criterion aka AIC, but it is also possible to perform the corrected version AICc). It works only for object from betabin function (class "glimML" from "aod" package). If the object is different from "glimMl" class, the function performs the classical step function in "stats" package.
Usage
Step_glimML(object, k = 2, overdispersion = T, correctAIC = T)
Arguments
object |
Object of class "glimML". If the class is different the function apply step function in "stats" package |
k |
The penalty parameter used for the criterion, e.g. default is k = 2 which identify the classical AIC. BIC can be obtained as k = log(n) |
overdispersion |
Provide the stepwise procedure also for the overdispersion component of the model (defined as random) Default is TRUE |
correctAIC |
Use AICc instead of AIC. Default TRUE is for AICc |
Details
Step_glimML is different from step (stats) and stepAIC (MASS) functions; for an object of class betabin is impossible to use an algorithm which uses the function extractAIC. Starting from a full model it provides a backaward procedure where the scope model is the reduced one.
First, Step_glimML operates with all the principal effects included in the model; starting from the full model, the algorithm computes all the possible models, it calculates the measure (default is AIC) and it defines as a good predictor the model with lower AIC.
Then, based on the previous results, Step_glimML operates adding all the possible interactive effects. As in the first passage, the model choosen by the algorithm is the one whose AIC is the lowest.
During the procedure, Step_glimML considers all the possible models which betabin can fit. There are many cases where betabin function falls into error, in these cases the algorithm does not consider the linear predictor which causes the error and it goes forward.
Value
The algorithm returns an object of class "glimML"
Author(s)
Sergio Garofalo
References
Crowder, M.J., 1978. Beta-binomial anova for proportions. Appl. Statist. 27, 34-37.
Lawless, J.F., 1987. Negative binomial and mixed Poisson regression. The Canadian Journal of Statistics, 15(3): 209-225.
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole. (has iris3 as iris.)
Examples
## Starting from a "betabinom" model
## Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language.
## Wadsworth & Brooks/Cole. (has iris3 as iris.)
## Prepare the data
library(aod)
data(iris)
############ Beta Binomial model
## Not run:
n <- round(runif(dim(iris)[1],1,50))
y <- round(runif(length(n), 1,n))
data <- cbind(iris,y,n)
fullModel <- betabin(cbind(y, n - y) ~ Sepal.Width * Petal.Length + Petal.Width, ~ Species,
data = data)
reducedModel <- Step_glimML(fullModel)
summary(reducedModel)
## End(Not run)
############ Negative Binomial model
## Not run:
data <- iris
data$Sepal.Length <- round(Sepal.length + runif(dim(data)[1],0,1) * 100)
fullModel <- negbin(Sepal.Length ~ Sepal.Width * Petal.Length + Petal.Width, ~ Species,
data = data)
reducedModel <-Step_glimML(fullModel)
summary(reducedModel)
## End(Not run)
StepBeta and StepBetaBinomial internal object
Description
StepBeta and StepBetaBinomial internal object
Usage
check_formula_terms(model)
Arguments
model |
Beta regression model |
Value
It returns the complete formula in a standard form
StepBeta internal object
Description
StepBeta internal object
Usage
dispersion_formula_terms(object)
Arguments
object |
full model |
Value
The function updates the formula for the dispersion component of the model
StepBeta internal object
Description
StepBeta internal object
Usage
keep_formula_terms(the_formula, var_name)
Arguments
the_formula |
Formula of Beta Regression model |
var_name |
Names of the variables to keep |
Value
The function updates the formula, it keeps the variables defined by the user
StepBeta internal object
Description
StepBeta internal object
Usage
remove_formula_interactions(the_formula)
Arguments
the_formula |
Formula of Beta Regression model |
Value
The function returns a reduced form of the formula. It excludes the interactive effects.