step02 の変更点 - hnami.net

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[[AICを使った変数選択]]


 > step(eq2,scope=list(upper=~x1+x2+x3+x4+x5+x6+x7+x8+x9+x10, lower=~1))
 Start:  AIC=-54.4
 y ~ 1
 
        Df Sum of Sq     RSS     AIC
 + x10   1     0.547   0.645 -64.694
 + x9    1     0.140   1.052 -54.894
 + x1    1     0.136   1.056 -54.823
 <none>                1.192 -54.400
 + x6    1     0.076   1.116 -53.716
 + x7    1     0.040   1.152 -53.083
 + x5    1     0.013   1.179 -52.623
 + x8    1     0.005   1.187 -52.486
 + x3    1     0.005   1.187 -52.483
 + x2    1     0.002   1.190 -52.438
 + x4    1     0.001   1.191 -52.415
 
 Step:  AIC=-64.69
 y ~ x10
 
        Df Sum of Sq     RSS     AIC
 + x6    1     0.171   0.473 -68.868
 + x9    1     0.121   0.524 -66.845
 <none>                0.645 -64.694
 + x4    1     0.045   0.599 -64.154
 + x3    1     0.036   0.609 -63.843
 + x2    1     0.028   0.617 -63.581
 + x5    1     0.028   0.617 -63.571
 + x8    1     0.015   0.630 -63.149
 + x1    1     0.013   0.632 -63.094
 + x7    1     0.004   0.641 -62.808
 - x10   1     0.547   1.192 -54.400
 
 Step:  AIC=-68.87
 y ~ x10 + x6
 
        Df Sum of Sq     RSS     AIC
 + x9    1     0.064   0.410 -69.762
 <none>                0.473 -68.868
 + x5    1     0.023   0.451 -67.849
 + x2    1     0.014   0.459 -67.481
 + x8    1     0.009   0.465 -67.249
 + x3    1     0.009   0.465 -67.237
 + x4    1     0.007   0.466 -67.179
 + x7    1     0.007   0.467 -67.150
 + x1    1     0.002   0.472 -66.941
 - x6    1     0.171   0.645 -64.694
 - x10   1     0.643   1.116 -53.716
 
 Step:  AIC=-69.76
 y ~ x10 + x6 + x9
 
        Df Sum of Sq     RSS     AIC
 <none>                0.410 -69.762
 - x9    1     0.064   0.473 -68.868
 + x5    1     0.015   0.395 -68.498
 + x2    1     0.014   0.396 -68.439
 + x4    1     0.012   0.398 -68.358
 + x3    1     0.008   0.401 -68.176
 + x8    1     0.005   0.405 -67.993
 + x7    1     0.001   0.409 -67.811
 + x1    1     0.001   0.409 -67.797
 - x6    1     0.114   0.524 -66.845
 - x10   1     0.606   1.016 -53.607
 
 Call:
 lm(formula = y ~ x10 + x6 + x9)
 
 Coefficients:
 (Intercept)          x10           x6           x9  
    -0.08175      0.42292     -0.26926      0.19888