Re: [R] P-value and R-squared variable selection criteria

2009-09-24 Thread Daniel Malter
Don't throw out the baby with the bath water just yet. Note that even though your first model is insignificant, the R-squared is very high. This is because you fit the whole model with intercept and three coefficients on 1 degree of freedom. You need to first import the data, then run the model, an

Re: [R] P-value and R-squared variable selection criteria

2009-09-24 Thread JLucke
Lucas This problem is very old --- older than keypunches. There are several methods for selecting variables (forward, backwards, both, all subsets) using a variety of criteria (p-values, R^2, adjusted R^2, Cp, AIC, BIC, and more). Be sure you understand the methods, especially the tendency to