step02

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