step01 の変更点 - hnami.net

追加された行はこの色です。
削除された行はこの色です。
step01 へ行く。
step01 の差分を削除
[[AICを使った変数選択]]

 
 > step(eq1)
 Start:  AIC=-64.05
 y ~ x1 + x2 + x3 + x4 + x5 + x6 + x7 + x8 + x9 + x10
 
        Df Sum of Sq     RSS     AIC
 - x2    1     0.010   0.281 -65.316
 - x1    1     0.014   0.285 -65.019
 <none>                0.271 -64.046
 - x4    1     0.037   0.307 -63.506
 - x3    1     0.043   0.314 -63.073
 - x7    1     0.049   0.320 -62.725
 - x8    1     0.065   0.335 -61.770
 - x5    1     0.085   0.356 -60.560
 - x9    1     0.087   0.357 -60.492
 - x6    1     0.091   0.362 -60.224
 - x10   1     0.514   0.785 -44.766

 
 Step:  AIC=-65.32
 y ~ x1 + x3 + x4 + x5 + x6 + x7 + x8 + x9 + x10
 
        Df Sum of Sq     RSS     AIC
 - x1    1     0.023   0.304 -65.758
 <none>                0.281 -65.316
 - x4    1     0.038   0.318 -64.801
 - x3    1     0.046   0.327 -64.300
 - x7    1     0.057   0.338 -63.637
 - x8    1     0.063   0.343 -63.287
 - x6    1     0.085   0.366 -62.000
 - x5    1     0.086   0.367 -61.948
 - x9    1     0.098   0.379 -61.317
 - x10   1     0.549   0.830 -45.645
 
 Step:  AIC=-65.76
 y ~ x3 + x4 + x5 + x6 + x7 + x8 + x9 + x10
 
        Df Sum of Sq     RSS     AIC
 - x3    1     0.031   0.335 -65.785
 - x4    1     0.032   0.335 -65.783
 <none>                0.304 -65.758
 - x7    1     0.038   0.341 -65.403
 - x8    1     0.050   0.353 -64.723
 - x5    1     0.070   0.373 -63.618
 - x9    1     0.076   0.380 -63.274
 - x6    1     0.083   0.387 -62.918
 - x10   1     0.583   0.887 -46.313
 
 Step:  AIC=-65.78
 y ~ x4 + x5 + x6 + x7 + x8 + x9 + x10
 
        Df Sum of Sq     RSS     AIC
 - x7    1     0.016   0.351 -66.848
 - x4    1     0.028   0.363 -66.189
 <none>                0.335 -65.785
 - x8    1     0.043   0.378 -65.371
 - x5    1     0.051   0.386 -64.943
 - x9    1     0.061   0.396 -64.457
 - x6    1     0.115   0.451 -61.862
 - x10   1     0.553   0.888 -48.280
 
 Step:  AIC=-66.85
 y ~ x4 + x5 + x6 + x8 + x9 + x10
 
        Df Sum of Sq     RSS     AIC
 - x4    1     0.023   0.374 -67.602
 - x8    1     0.031   0.383 -67.131
 <none>                0.351 -66.848
 - x5    1     0.038   0.389 -66.799
 - x9    1     0.046   0.397 -66.409
 - x6    1     0.121   0.472 -62.924
 - x10   1     0.543   0.894 -50.147
 
 Step:  AIC=-67.6
 y ~ x5 + x6 + x8 + x9 + x10
 
        Df Sum of Sq     RSS     AIC
 - x8    1     0.021   0.395 -68.498
 - x5    1     0.031   0.405 -67.993
 <none>                0.374 -67.602
 - x9    1     0.043   0.416 -67.445
 - x6    1     0.109   0.483 -64.486
 - x10   1     0.610   0.983 -50.248
 
 Step:  AIC=-68.5
 y ~ x5 + x6 + x9 + x10
 
        Df Sum of Sq     RSS     AIC
 - x5    1     0.015   0.410 -69.762
 <none>                0.395 -68.498
 - x9    1     0.056   0.451 -67.849
 - x6    1     0.114   0.508 -65.444
 - x10   1     0.592   0.987 -52.180
 
 Step:  AIC=-69.76
 y ~ x6 + x9 + x10
 
        Df Sum of Sq     RSS     AIC
 <none>                0.410 -69.762
 - x9    1     0.064   0.473 -68.868
 - x6    1     0.114   0.524 -66.845
 - x10   1     0.606   1.016 -53.607
 
 Call:
 lm(formula = y ~ x6 + x9 + x10)
 
 Coefficients:
 (Intercept)           x6           x9          x10  
    -0.08175     -0.26926      0.19888      0.42292