[R] how to take this experiment with R?

rongguiwong 0034058 at fudan.edu.cn
Tue Sep 21 06:27:38 CEST 2004


ÔÚ 2004Äê9ÔÂ21ÈÕ ÐÇÆÚ¶þ 12:10£¬Gabor Grothendieck дµÀ£º
it works.
but i come across anather problem.
i just wnat to select 3 of the best indepent variables.
but the reslut from  step(lm(X1 ~., x)) is :

Step:  AIC= -37.64
 X1 ~ X2 + X3 + X4 + X8 + X10 + X11 + X13 + X14 + X15 + X18 +
    X21 + X22 + X25 + X26 + X27 + X29 + X30 + X31
 
       Df Sum of Sq     RSS     AIC
<none>               11.014 -37.642
- X8    1     0.559  11.574 -37.165
- X27   1     0.867  11.881 -35.853
- X2    1     0.971  11.986 -35.416
- X18   1     0.978  11.992 -35.390
- X31   1     1.122  12.136 -34.793
- X10   1     1.400  12.414 -33.659
- X15   1     1.563  12.578 -33.005
- X29   1     1.608  12.622 -32.828
- X13   1     1.805  12.819 -32.055
- X30   1     1.880  12.894 -31.763
- X4    1     2.368  13.382 -29.906
- X14   1     2.495  13.509 -29.433
- X3    1     2.983  13.997 -27.659
- X22   1     2.999  14.013 -27.600
- X21   1     3.377  14.391 -26.271
- X25   1     4.323  15.338 -23.086
- X11   1     6.775  17.789 -15.672
- X26   1     7.232  18.246 -14.403

> You can express your model like this:
>
>
>
>    lm(X1 ~., x)
>
>
>
> ?formula gives some help on formulas although the . notation
>
> above does not seem to be referred to there.
>
>
>
>
>
> Date:   	Tue, 21 Sep 2004 11:52:04 +0800
>
> From:   	rongguiwong <0034058 at fudan.edu.cn>
>
> To:   	<r-help at stat.math.ethz.ch>
>
> Subject:   	[R] how to take this experiment with R?
>
>
>
> i want to generate 30 independent variables and 1 dependent variable,each
> has
>
> 50 draws from a unit normal distribution.
>
> then, searching for the independent variables that together would do the
> best
>
> job for fitting the denpendent variabe.
>
>
>
> my way to generate the data is.
>
> x<-data.frame(matrix(rnorm(1550),c(50,31)))
>
> but is there more better way to do it?
>
>
>
> i want to use the followling is to search the model.
>
> model<-step(lm(X1~X2+X3+X4.....))
>
> but i don't know the to express the formula with lm function.i think there
> is
>
> a way the express it efficently.
>
> i try ?lm .but on result be found.
>
>
>
> any help is welcome!
>
>
>
>
>
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