Forcing variable selection to keep certain predictor in R

Asked Jul 07 '11 at 05:03

Active Jul 07 '11 at 06:37

Viewed 8,202 times

I am looking for a variable selection technique in R to reduce the number of my regression predictors, where I can force the method to keep a specific variable within the model. Here is a toy example from the R help of ?step, the variable "Examination" will be removed:

summary(lm1 <- lm(Fertility ~ ., data = swiss));
slm1 <- step(lm1);
summary(slm1);

edited Jul 07 '11 at 06:37

asked Jul 07 '11 at 05:03

Marco

2

This related thread might help: Multiple regression with no origin and mix of directly entered and stepwise entered variables using R. – chl Jul 07 '11 at 06:14
1

(+1) to @chl, nice answer regarding scope option (and there is enough information on this pre-selection in ?step). – Dmitrij Celov Jul 07 '11 at 06:48
thank you both for your answers! sorry that i missed the information i have been looking for in the R help. best m – Marco Jul 07 '11 at 08:07
1

Note that typical variable selection strategies (such as stepwise selection algorithms), which I suspect you have in mind based on the reference to step(), are not valid. If that doesn't make sense / you want to know why, you may want to read my answer here: algorithms-for-automatic-model-selection. – gung - Reinstate Monica May 26 '13 at 19:10

Forcing variable selection to keep certain predictor in R

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