[18612] in s-news-athena
[S] stepwise without intercept
daemon@ATHENA.MIT.EDU (mathieu ros)
Tue Jul 13 02:58:02 1999
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Date: Tue, 13 Jul 1999 07:49:28 +0100
From: "mathieu ros" <mathieu.ros@eudoramail.com>
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I'd like to select explanatory variables from my 'rendre' table (I'm using Splus 4.0 for windows). I naturraly use stepwise to do this but I can't find how to use it without intercept term :
*with intercept :
> stepwise(rendre[2:27],rendre[,1])
$rss:
[1] 5874636 5042198 4381465 4155391 4016030 3425386 3432200 3464432 3116428 3051841 2938999 2872462 2766384
$size:
[1] 1 2 3 4 5 6 5 4 5 6 7 8 9
$which:
V2 V3 V4 V5 V6 V7 V8 V9 V10 V11 V12 V13 V14 V15 V16 V17 V18 V19 V20 V21 V22 V23 V24 V25 V26 V27
1(+15) F F F F F F F F F F F F F F T F F F F F F F F F F F
2(+16) F F F F F F F F F F F F F F T T F F F F F F F F F F
.
.
.
9(+18) F F F F T F T F F F T T F F T F T T T F F F F F T F
$f.stat:
[1] 249.4885094 24.1037814 21.8662739 7.8342954 4.9622879 24.4852279 0.2824451 1.3429252 15.9684390
[10] 3.0052005 5.4136414 3.2429154 5.3300181
$method:
[1] "efroymson"
it works well...
*but if I add the 'intercept=F' option I get the following message :
> stepwise(rendre[2:27],rendre[,1],intercept=F)
Error in stepwise(rendre[2:27], rendre[, 1], intercept = F): The Fortran code has returned as error
-- check the consistency of the arguments supplied
Dumped
what's happening ? Is it a bug ?
thanks for your help...
Mathieu
------------------------------------------------
mathieuros@bigfoot.com
Universite Paul Sabatier, Toulouse
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