StepReg: Stepwise Regression Analysis

Stepwise regression analysis for variable selection can be used to get the best candidate final regression model with the forward selection, backward elimination and bidirectional elimination approaches. Best subset selection fit a separate least squares regression for each possible combination of all predictors. Both the above two procedures in this package can use weighted data to get best regression model in univariate regression and multivariate regression analysis(Alsubaihi, A. A., (2002) <doi:10.18637/jss.v007.i12>). Besides, continuous variables nested within class effect is also considered in both two procedures. A widely used selection criteria are available which includes Akaike information criterion(Darlington, R. B. (1968) <doi:10.1037/h0025471>, Judge, G. G. (1985) <doi:10.2307/1391738>), corrected Akaike information criterion(Hurvich, C. M., and Tsai, C. (1989) <doi:10.1093/biomet/76.2.297>), Bayesian information criterion(Sawa, T. (1978) <doi:10.2307/1913828>, Judge, G. G. (1985) <doi:10.2307/1391738>), Mallows Cp statistic(Mallows, C. L. (1973) <doi:10.1080/00401706.1995.10484370>, Hocking, R. R. (1976) <doi:10.2307/2529336>), Hannan and Quinn information criterion(Hannan, E. J. and Quinn, B. G. (1979) <doi:10.1111/j.2517-6161.1979.tb01072.x>, Mcquarrie, A. D. R. and Tsai, C. L. (1998) <doi:10.1142/3573>), corrected Hannan and Quinn information criterion(Mcquarrie, A. D. R. and Tsai, C. L. (1998) <doi:10.1142/3573>), Schwarz criterion(Schwarz, G. (1978) <doi:10.1214/aos/1176344136>, Judge, G. G. (1985) <doi:10.2307/1391738>), adjusted R-square statistic(Darlington, R. B. (1968) <doi:10.1037/h0025471>, Judge, G. G. (1985) <doi:10.2307/1391738>) and significance levels(Mckeon, J. J. (1974) <doi:10.1093/biomet/61.2.381>, Harold Hotelling. (1992) <doi:10.1007/978-1-4612-0919-5_4>, Pillai, K. C. S. (2006) <doi:10.1002/0471667196.ess1965.pub2>), where multicollinearity can be detected with checking tolerance value.

Version: 1.3.4
Depends: R (≥ 2.10)
Imports: Rcpp (≥ 0.12.13)
LinkingTo: Rcpp, RcppEigen
Published: 2020-01-08
Author: Junhui Li,Xiaohuan Lu,Kun Cheng,Wenxin Liu
Maintainer: Junhui Li <junhuili at cau.edu.cn>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: StepReg results

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Reference manual: StepReg.pdf
Package source: StepReg_1.3.4.tar.gz
Windows binaries: r-devel: StepReg_1.3.4.zip, r-devel-gcc8: StepReg_1.3.4.zip, r-release: StepReg_1.3.4.zip, r-oldrel: StepReg_1.3.4.zip
OS X binaries: r-release: StepReg_1.3.4.tgz, r-oldrel: StepReg_1.3.4.tgz
Old sources: StepReg archive

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