R: Wrappers to the add1 and drop1 methods for speedlm and...

add1.speedlm {speedglm} | R Documentation

## Wrappers to the add1 and drop1 methods for speedlm and speedglm objects

### Description

These are adviced to be used for `speedlm` and `speedglm` models fitted on moderately large data sets. It is also possible to use stepAIC function from package `MASS`.

### Usage

    ## S3 method for class 'speedlm'
    ## S3 method for class 'speedlm'
    add1(object, scope, scale = 0, test = c("none", "Chisq","F"),
                           x = NULL, k = 2, data, ...)
    ## S3 method for class 'speedlm'
    drop1(object, scope, scale = 0, all.cols = TRUE,
                            test = c("none","Chisq", "F"), k = 2, data, ...)
    ## S3 method for class 'speedlm'
    extractAIC(fit, scale = 0, k=2,...)
    ## S3 method for class 'speedlm'
    nobs(object, use.fallback = FALSE, ...)

    ## S3 method for class 'speedglm'
    ## S3 method for class 'speedglm'
    add1(object, scope, scale = 0, test = c("none", "Rao", "LRT",
                             "Chisq", "F"), x = NULL, k = 2, weights=rep(1,object$n), ...)
    ## S3 method for class 'speedglm'
    drop1(object, scope, scale = 0, test = c("none", "Rao", "LRT",
                             "Chisq", "F"), k = 2, weights=rep(1,object$n), ...)
    ## S3 method for class 'speedglm'
    extractAIC(fit, scale = 0, k=2,...)
    ## S3 method for class 'speedglm'
    nobs(object, use.fallback = FALSE, ...)

### Arguments

`object` | a `speedlm` or `speedglm` object for which `model=TRUE` was previously set to.
`fit` | a `speedlm` or `speedglm` object
`scope` | see add1 from package `stats`.
`scale` | see add1 from package `stats`.
`all.cols` | see drop1 from package `stats`.
`test` | see add1 from package `stats`.
`x` | see add1 from package `stats`.
`k` | see add1 from package `stats`.
`data` | the data that the model was previously fitted to. If not provided, these will be searched in the parent environment.
`weights` | the model weights, if provided in the speedglm object
`use.fallback` | logical. Should fallback methods be used to try to guess the value?
`...` | further optional arguments.

### Details

It is possible to use functions step() and stepAIC() for both speedlm and speedglm objects but objects fitted using updateWithMoreData()

### Warnings

Note that these functions have been poorly tested and need to be checked out more carefully.

### Author(s)

Ronen Meiri and Marco Enea

### Examples

    ## Not run:
    set.seed(10)
    n <- 1000
    k <- 3
    x <- round(matrix(rnorm(n * k), n, k), digits = 3)
    beta <- c(0.05,0.5,0.8,1.3,1.8)
    y <- drop(tcrossprod(cbind(1,x,x[,2]*x[,3]),t(beta))) + rnorm(n,,0.2)
    colnames(x) <- c("s1", "s2", "s3")
    da <- data.frame(y, x)

    m0 <- speedlm(y ~ 1, data = da,model=TRUE, y=TRUE)
    m0.1 <- add1(m0,scope=~(s1+s2+s3)^2, data = da)
    m1 <- step(m0,scope=~(s1+s2+s3)^3)
    m1

    m2 <- speedglm(y ~ 1, data = da, model=TRUE, y=TRUE)
    m2.1 <- add1(m2,scope=~(s1+s2+s3)^2, data = da)
    m3 <- step(m2,scope=~(s1+s2+s3)^3)
    m3

    ## End(Not run)

[Package speedglm version 0.3-2 Index]