step01

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