# Re: [R] Question about variable selection

From: Wensui Liu <liuwensui_at_gmail.com>
Date: Sun 19 Feb 2006 - 06:02:36 EST

But what if I am only interesed in main effects instead of interactions?

On 2/18/06, Liaw, Andy <andy_liaw@merck.com> wrote:
>
> That depends on whether the IV could have some significant interactions
> with
> other Ivs not considered in the bivariate analysis. E.g.,
>
> > iv <- expand.grid(-2:2, -2:2)
> > y <- 3 + iv[,1] * iv[,2] + rnorm(nrow(iv), sd=0.1)
> > summary(lm(y ~ iv[,1]))
>
> Call:
> lm(formula = y ~ iv[, 1])
>
> Residuals:
> Min 1Q Median 3Q Max
> -4.06259 -1.06048 -0.02377 1.05901 4.04315
>
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 3.01908 0.41482 7.278 2.09e-07 ***
> iv[, 1] 0.01417 0.29332 0.048 0.962
> ---
> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
>
> Residual standard error: 2.074 on 23 degrees of freedom
> Multiple R-Squared: 0.0001014, Adjusted R-squared: -0.04337
> F-statistic: 0.002333 on 1 and 23 DF, p-value: 0.9619
>
> > summary(lm(y ~ iv[,1] * iv[,2]))
>
> Call:
> lm(formula = y ~ iv[, 1] * iv[, 2])
>
> Residuals:
> Min 1Q Median 3Q Max
> -0.22390 -0.08894 -0.01279 0.13525 0.17608
>
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 3.019083 0.026330 114.665 <2e-16 ***
> iv[, 1] 0.014167 0.018618 0.761 0.455
> iv[, 2] -0.005486 0.018618 -0.295 0.771
> iv[, 1]:iv[, 2] 0.992865 0.013165 75.418 <2e-16 ***
> ---
> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
>
> Residual standard error: 0.1316 on 21 degrees of freedom
> Multiple R-Squared: 0.9963, Adjusted R-squared: 0.9958
> F-statistic: 1896 on 3 and 21 DF, p-value: < 2.2e-16
>
>
>
>
> Andy
>
> From: Wensui Liu
> >
> > Dear Lister,
> >
> > I have a question about variable selection for regression.
> >
> > if the IV is not significantly related to DV in the bivariate
> > analysis, does
> > it make sense to include this IV into the full model with
> > multiple IVs?
> >
> > Thank you so much!
> >
> > [[alternative HTML version deleted]]
> >
> > ______________________________________________
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> >
> >
>
>
>
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