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Author: Shimanto

Stepwise Regression with python & R/stepwise regression with R.R

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+## ------------------------------------------------------------------------
+mhours <- read.csv("http://www.personal.psu.edu/~mar36/stat_462/manhours.csv",header=T)
+library(psych)
+pairs.panels(mhours[,-1],ellipses=FALSE,smooth=FALSE,lm=TRUE)
+
+## ----eval=FALSE----------------------------------------------------------
+summary(lm(hours~ocup,data=mhours))
+summary(lm(hours~check,data=mhours))
+summary(lm(hours~service,data=mhours))
+summary(lm(hours~sqfoot,data=mhours))
+summary(lm(hours~wings,data=mhours))
+summary(lm(hours~cap,data=mhours))
+summary(lm(hours~rooms,data=mhours))
+
+## ----eval=FALSE----------------------------------------------------------
+summary(lm(hours~ocup+check+service+sqfoot+wings+cap+rooms,data=mhours))
+summary(lm(hours~(ocup+check+service+sqfoot+wings+cap+rooms)^2,data=mhours))
+
+## ----eval=FALSE----------------------------------------------------------
+# Starring point
+start <- lm(hours~1,data=mhours)
+summary(start)
+# Ending point
+end <- lm(hours~ocup+check+service+sqfoot+wings+cap+rooms,data=mhours)
+summary(end)
+# Use the "step" function
+step(start,scope=list(upper=end),direction="forward",test="F")
+res.f <- step(start,scope=list(upper=end),direction="forward",test="F")
+summary(res.f)
+
+## ----eval=FALSE----------------------------------------------------------
+res.f2 <- step(start,scope=list(upper=end),direction="forward",
+               test="F",k=4)
+summary(res.f2)
+
+## ----eval=FALSE----------------------------------------------------------
+res.b <- step(end,direction="backward",test="F")
+summary(res.b)
+
+## ----eval=FALSE----------------------------------------------------------
+res.both <- step(start,scope=list(upper=end),direction="both",test="F")
+summary(res.both)
+
+## ----eval=FALSE----------------------------------------------------------
+end.i <- lm(hours~(ocup+check+service+sqfoot+wings+cap+rooms)^2,data=mhours)
+res.f3 <- step(start,scope=list(upper=end.i),direction="forward",test="F")
+summary(res.f3)
+res.f3$call
+
+## ----eval=FALSE----------------------------------------------------------
+end.p <- lm(hours~ocup+check+service+sqfoot+
+              wings+cap+rooms+I(rooms^2)+I(cap^2)+I(check^2),data=mhours)
+res.f4 <- step(start,scope=list(upper=end.p),direction="forward",test="F")
+summary(res.f4)
+
+## ----eval=FALSE----------------------------------------------------------
+start <- lm(hours~check,data=mhours)
+res.f4.2 <- step(start,scope=list(upper=end.p),direction="forward",
+                 ,test="F")
+summary(res.f4.2)
+