R: Regressors selection

regsel_f

R Documentation

Regressors selection

Description

The function allows to choose regressors based on multiple criteria as AIC, RMSE etc

Usage

regsel_f(
  model,
  pval = 0.3,
  metric = "adjr" & "aic",
  progress = FALSE,
  details = FALSE,
  ...
)
## S3 method for class 'regsel_f'
plot(x, model = NA, print_plot = TRUE, ...)

Arguments

`model`	is a linear regression model
`pval`	p value; variables with p value less than `pval` will enter into the model
`metric`	statistical metrics used to estimate the best model
`progress`	Logical; if TRUE, will display variable selection progress.
`details`	Logical; if `TRUE`, will print the regression result at each step.
`...`	other arguments
`x`	An object.
`print_plot`	logical; if `TRUE`, prints the plot else returns a plot object.

References

Hebbali, Aravind. Published 2020-02-10. olssr package

Examples

model <- lm(real_gdp ~ imp + exp + poil + eurkzt + tonia_rate, data = macroKZ)
regsel_f(model)