A couple of years ago, I wrote a function for doing this. It can be
found in the following file:
http://pegasus.cc.ucf.edu/~xsu/CLASS/STA4164/mt4-2009.doc
I also pasted a copy below. Hope you find it useful. -XG
# ========================
# ALL POSSIBLE REGRESSIONS
# ========================
# The parameter k is the total number of predictors. To apply the function,
# you need to prepare the data so that all predictors for selection are named
# as x1, x2, ..., and the response is called y.
all.possible.regressions <- function(dat, k){
n <- nrow(dat)
regressors <- paste("x", 1:k, sep="")
lst <- rep(list(c(T, F)), k)
regMat <- expand.grid(lst);
names(regMat) <- regressors
formular <- apply(regMat, 1, function(x)
as.character(paste(c("y ~ 1", regressors[x]), collapse="+")))
allModelsList <- apply(regMat, 1, function(x)
as.formula(paste(c("y ~ 1", regressors[x]),collapse=" + ")) )
allModelsResults <- lapply(allModelsList,
function(x, data) lm(x, data=data), data=dat)
n.models <- length(allModelsResults)
extract <- function(fit) {
df.sse <- fit$df.residual
p <- n - df.sse -1
sigma <- summary(fit)$sigma
MSE <- sigma^2
R2 <- summary(fit)$r.squared
R2.adj <- summary(fit)$adj.r.squared
sse <- MSE*df.sse
aic <- n*log(sse) + 2*(p+2)
bic <- n*log(sse) + log(n)*(p+2)
out <- data.frame(df.sse=df.sse, p=p, SSE=sse, MSE=MSE,
R2=R2, R2.adj=R2.adj, AIC=aic, BIC=bic)
return(out)
}
result <- lapply(allModelsResults, extract)
result <- as.data.frame(matrix(unlist(result), nrow=n.models, byrow=T))
result <- cbind(formular, result)
rownames(result) <- NULL
colnames(result) <- c("model", "df.sse", "p", "SSE", "MSE", "R2",
"R2.adj", "AIC", "BIC")
return(result)
}
all.possible.regressions(dat=quasar, k=5)
On Tue, May 18, 2010 at 11:38 PM, Tim Clark <mudiver1...@yahoo.com> wrote:
> Is there a function that will allow me to run all model iterations if I
> specify a full model? I am using information criteria to choose between
> possible candidate models. I have been writing out all possible model
> combinations by hand, and I am always worried that I am missing models or
> have made a mistake somewhere. It is also difficult to alter models if I
> want to change a term. For example, below are the set of models I would like
> to run. Is there a way to specify the full model and have R generate the
> rest? I.e. specify
>
> m1234567<-glm.convert(glm.nb(mantas~site*year+cosmonth+sinmonth+coslunar+sinlunar+plankton,
> data=mydata))
>
> and have R run all the other models.
>
>
> library(MASS)
>
> #Intercept only
> m0<-glm.convert(glm.nb(mantas~1,data=mydata))
>
> #One term - 7 models
> #Manta abundance is greater at one of the two sites
> m1<-glm.convert(glm.nb(mantas~site,data=mydata))
> #Manta abundance increases each year as the population increases in size due
> to births or immigration being greater than deaths and emmigration
> m2<-glm.convert(glm.nb(mantas~year,data=mydata))
> #Manta abundances increases during part of the year due to seasonal cycles
> in resources (mates, food)
> m3<-glm.convert(glm.nb(mantas~cosmonth,data=mydata))
> m4<-glm.convert(glm.nb(mantas~sinmonth,data=mydata))
> #Manta abundance decreases with increased lunar phase
> m5<-glm.convert(glm.nb(mantas~coslunar, data=mydata))
> m6<-glm.convert(glm.nb(mantas~sinlunar, data=mydata))
> #Manta abundance increases with increased levels of plankton
> m7<-glm.convert(glm.nb(mantas~plankton,data=mydata))
>
> #Two terms - 21 models
> m12<-glm.convert(glm.nb(mantas~site*year, data=mydata)) #Interaction term
> to account for hotel being closed at Keauhou for some years
> m13<-glm.convert(glm.nb(mantas~site+cosmonth,data=mydata))
> m14<-glm.convert(glm.nb(mantas~site+sinmonth,data=mydata))
> m15<-glm.convert(glm.nb(mantas~site+coslunar,data=mydata))
> m16<-glm.convert(glm.nb(mantas~site+sinlunar,data=mydata))
> m17<-glm.convert(glm.nb(mantas~site+plankton,data=mydata)) #Should this have
> an interaction term? Plankton may varry by site
>
> m23<-glm.convert(glm.nb(mantas~year+cosmonth,data=mydata))
> m24<-glm.convert(glm.nb(mantas~year+sinmonth,data=mydata))
> m25<-glm.convert(glm.nb(mantas~year+coslunar,data=mydata))
> m26<-glm.convert(glm.nb(mantas~year+sinlunar,data=mydata))
> m27<-glm.convert(glm.nb(mantas~year+plankton,data=mydata))
>
> m34<-glm.convert(glm.nb(mantas~cosmonth+sinmonth,data=mydata))
> m35<-glm.convert(glm.nb(mantas~cosmonth+coslunar,data=mydata))
> m36<-glm.convert(glm.nb(mantas~cosmonth+sinlunar,data=mydata))
> m37<-glm.convert(glm.nb(mantas~cosmonth+plankton,data=mydata)) #Interaction
> term? Plankton may vary by season
>
> m45<-glm.convert(glm.nb(mantas~sinmonth+coslunar, data=mydata))
> m46<-glm.convert(glm.nb(mantas~sinmonth+sinlunar, data=mydata))
> m47<-glm.convert(glm.nb(mantas~sinmonth+plankton, data=mydata)) #Interaction
> term? Plankton may vary by season
>
> m56<-glm.convert(glm.nb(mantas~coslunar+sinlunar, data=mydata))
> m57<-glm.convert(glm.nb(mantas~coslunar+plankton, data=mydata))
>
> m67<-glm.convert(glm.nb(mantas~sinlunar+plankton, data=mydata)) #Interaction
> term? Plankton may have lunar cycles
>
> #Three terms - 35 models
> m123<-glm.convert(glm.nb(mantas~site*year+cosmonth, data=mydata))
> m124<-glm.convert(glm.nb(mantas~site*year+sinmonth, data=mydata))
> m125<-glm.convert(glm.nb(mantas~site*year+coslunar, data=mydata))
> m126<-glm.convert(glm.nb(mantas~site*year+sinlunar, data=mydata))
> m127<-glm.convert(glm.nb(mantas~site*year+plankton, data=mydata))
>
> m134<-glm.convert(glm.nb(mantas~site+cosmonth+sinmonth,data=mydata))
> m135<-glm.convert(glm.nb(mantas~site+cosmonth+coslunar,data=mydata))
> m136<-glm.convert(glm.nb(mantas~site+cosmonth+sinlunar,data=mydata))
> m137<-glm.convert(glm.nb(mantas~site+cosmonth+plankton,data=mydata))
>
> m145<-glm.convert(glm.nb(mantas~site+sinmonth+coslunar,data=mydata))
> m146<-glm.convert(glm.nb(mantas~site+sinmonth+sinlunar,data=mydata))
> m147<-glm.convert(glm.nb(mantas~site+sinmonth+plankton,data=mydata))
>
> m156<-glm.convert(glm.nb(mantas~site+coslunar+sinlunar,data=mydata))
> m157<-glm.convert(glm.nb(mantas~site+coslunar+plankton,data=mydata))
>
> m167<-glm.convert(glm.nb(mantas~site+sinlunar+plankton,data=mydata))
>
> m234<-glm.convert(glm.nb(mantas~year+cosmonth+sinmonth,data=mydata))
> m235<-glm.convert(glm.nb(mantas~year+cosmonth+coslunar,data=mydata))
> m236<-glm.convert(glm.nb(mantas~year+cosmonth+sinlunar,data=mydata))
> m237<-glm.convert(glm.nb(mantas~year+cosmonth+plankton,data=mydata))
>
> m245<-glm.convert(glm.nb(mantas~year+sinmonth+coslunar,data=mydata))
> m246<-glm.convert(glm.nb(mantas~year+sinmonth+sinlunar,data=mydata))
> m247<-glm.convert(glm.nb(mantas~year+sinmonth+plankton,data=mydata))
>
> m256<-glm.convert(glm.nb(mantas~year+coslunar+sinlunar,data=mydata))
> m257<-glm.convert(glm.nb(mantas~year+coslunar+plankton,data=mydata))
>
> m267<-glm.convert(glm.nb(mantas~year+sinlunar+plankton,data=mydata))
>
> m345<-glm.convert(glm.nb(mantas~cosmonth+sinmonth+coslunar,data=mydata))
> m346<-glm.convert(glm.nb(mantas~cosmonth+sinmonth+sinlunar,data=mydata))
> m347<-glm.convert(glm.nb(mantas~cosmonth+sinmonth+plankton,data=mydata))
>
> m356<-glm.convert(glm.nb(mantas~cosmonth+coslunar+sinlunar,data=mydata))
> m357<-glm.convert(glm.nb(mantas~cosmonth+coslunar+plankton,data=mydata))
>
> m367<-glm.convert(glm.nb(mantas~cosmonth+sinlunar+plankton,data=mydata))
>
> m456<-glm.convert(glm.nb(mantas~sinmonth+coslunar+sinlunar,data=mydata))
> m457<-glm.convert(glm.nb(mantas~sinmonth+coslunar+plankton,data=mydata))
>
> m467<-glm.convert(glm.nb(mantas~sinmonth+sinlunar+plankton,data=mydata))
>
> m567<-glm.convert(glm.nb(mantas~coslunar+sinlunar+plankton,data=mydata))
>
> #Four terms - 34 models
> m1234<-glm.convert(glm.nb(mantas~site*year+cosmonth+sinmonth, data=mydata))
> m1235<-glm.convert(glm.nb(mantas~site*year+cosmonth+coslunar, data=mydata))
> m1236<-glm.convert(glm.nb(mantas~site*year+cosmonth+sinlunar, data=mydata))
> m1237<-glm.convert(glm.nb(mantas~site*year+cosmonth+plankton, data=mydata))
>
> m1245<-glm.convert(glm.nb(mantas~site*year+sinmonth+coslunar, data=mydata))
> m1246<-glm.convert(glm.nb(mantas~site*year+sinmonth+sinlunar, data=mydata))
> m1247<-glm.convert(glm.nb(mantas~site*year+sinmonth+plankton, data=mydata))
>
> m1256<-glm.convert(glm.nb(mantas~site*year+coslunar+sinlunar, data=mydata))
> m1257<-glm.convert(glm.nb(mantas~site*year+coslunar+plankton, data=mydata))
>
> m1267<-glm.convert(glm.nb(mantas~site*year+sinlunar+plankton, data=mydata))
>
> m1345<-glm.convert(glm.nb(mantas~site+cosmonth+sinmonth+coslunar,data=mydata))
> m1346<-glm.convert(glm.nb(mantas~site+cosmonth+sinmonth+sinlunar,data=mydata))
> m1347<-glm.convert(glm.nb(mantas~site+cosmonth+sinmonth+plankton,data=mydata))
>
> m1356<-glm.convert(glm.nb(mantas~site+cosmonth+coslunar+sinlunar,data=mydata))
> m1357<-glm.convert(glm.nb(mantas~site+cosmonth+coslunar+plankton,data=mydata))
>
> m1367<-glm.convert(glm.nb(mantas~site+cosmonth+sinlunar+plankton,data=mydata))
>
> m1456<-glm.convert(glm.nb(mantas~site+sinmonth+coslunar+sinlunar,data=mydata))
> m1457<-glm.convert(glm.nb(mantas~site+sinmonth+coslunar+plankton,data=mydata))
>
> m1467<-glm.convert(glm.nb(mantas~site+sinmonth+sinlunar+plankton,data=mydata))
>
> m1567<-glm.convert(glm.nb(mantas~site+coslunar+sinlunar+plankton,data=mydata))
>
> m2345<-glm.convert(glm.nb(mantas~year+cosmonth+sinmonth+coslunar,data=mydata))
> m2346<-glm.convert(glm.nb(mantas~year+cosmonth+sinmonth+sinlunar,data=mydata))
> m2347<-glm.convert(glm.nb(mantas~year+cosmonth+sinmonth+plankton,data=mydata))
>
> m2356<-glm.convert(glm.nb(mantas~year+cosmonth+coslunar+sinlunar,data=mydata))
> m2357<-glm.convert(glm.nb(mantas~year+cosmonth+coslunar+plankton,data=mydata))
>
> m2367<-glm.convert(glm.nb(mantas~year+cosmonth+sinlunar+plankton,data=mydata))
>
> m2456<-glm.convert(glm.nb(mantas~year+sinmonth+coslunar+sinlunar,data=mydata))
> m2457<-glm.convert(glm.nb(mantas~year+sinmonth+coslunar+plankton,data=mydata))
>
> m2467<-glm.convert(glm.nb(mantas~year+sinmonth+sinlunar+plankton,data=mydata))
>
> m2567<-glm.convert(glm.nb(mantas~year+coslunar+sinlunar+plankton,data=mydata))
>
> m3456<-glm.convert(glm.nb(mantas~cosmonth+sinmonth+coslunar+sinlunar,data=mydata))
> m3457<-glm.convert(glm.nb(mantas~cosmonth+sinmonth+coslunar+plankton,data=mydata))
>
> m3567<-glm.convert(glm.nb(mantas~cosmonth+coslunar+sinlunar+plankton,data=mydata))
>
> m4567<-glm.convert(glm.nb(mantas~sinmonth+coslunar+sinlunar+plankton,data=mydata))
>
> #Five terms - 21 models
> m12345<-glm.convert(glm.nb(mantas~site*year+cosmonth+sinmonth+coslunar,
> data=mydata))
> m12346<-glm.convert(glm.nb(mantas~site*year+cosmonth+sinmonth+sinlunar,
> data=mydata))
> m12347<-glm.convert(glm.nb(mantas~site*year+cosmonth+sinmonth+plankton,
> data=mydata))
>
> m12356<-glm.convert(glm.nb(mantas~site*year+cosmonth+coslunar+sinlunar,
> data=mydata))
> m12357<-glm.convert(glm.nb(mantas~site*year+cosmonth+coslunar+plankton,
> data=mydata))
>
> m12367<-glm.convert(glm.nb(mantas~site*year+cosmonth+sinlunar+plankton,
> data=mydata))
>
> m12456<-glm.convert(glm.nb(mantas~site*year+sinmonth+coslunar+sinlunar,
> data=mydata))
> m12457<-glm.convert(glm.nb(mantas~site*year+sinmonth+coslunar+plankton,
> data=mydata))
>
> m12467<-glm.convert(glm.nb(mantas~site*year+sinmonth+sinlunar+plankton,
> data=mydata))
>
> m12567<-glm.convert(glm.nb(mantas~site*year+coslunar+sinlunar+plankton,
> data=mydata))
>
> m13456<-glm.convert(glm.nb(mantas~site+cosmonth+sinmonth+coslunar+sinlunar,
> data=mydata))
> m13457<-glm.convert(glm.nb(mantas~site+cosmonth+sinmonth+coslunar+plankton,
> data=mydata))
>
> m13467<-glm.convert(glm.nb(mantas~site+cosmonth+sinmonth+sinlunar+plankton,
> data=mydata))
>
> m13567<-glm.convert(glm.nb(mantas~site+cosmonth+coslunar+sinlunar+plankton,
> data=mydata))
>
> m14567<-glm.convert(glm.nb(mantas~site+sinmonth+coslunar+sinlunar+plankton,
> data=mydata))
>
> m23456<-glm.convert(glm.nb(mantas~year+cosmonth+sinmonth+coslunar+sinlunar,
> data=mydata))
> m23457<-glm.convert(glm.nb(mantas~year+cosmonth+sinmonth+coslunar+plankton,
> data=mydata))
>
> m23467<-glm.convert(glm.nb(mantas~year+cosmonth+sinmonth+sinlunar+plankton,
> data=mydata))
>
> m23567<-glm.convert(glm.nb(mantas~year+cosmonth+coslunar+sinlunar+plankton,
> data=mydata))
>
> m24567<-glm.convert(glm.nb(mantas~year+sinmonth+coslunar+sinlunar+plankton,
> data=mydata))
>
> m34567<-glm.convert(glm.nb(mantas~cosmonth+sinmonth+coslunar+sinlunar+plankton,
> data=mydata))
>
> #Six terms - 7 models
> m123456<-glm.convert(glm.nb(mantas~site*year+cosmonth+sinmonth+coslunar+sinlunar,
> data=mydata))
> m123457<-glm.convert(glm.nb(mantas~site*year+cosmonth+sinmonth+coslunar+plankton,
> data=mydata))
>
> m123467<-glm.convert(glm.nb(mantas~site*year+cosmonth+sinmonth+sinlunar+plankton,
> data=mydata))
>
> m123567<-glm.convert(glm.nb(mantas~site*year+cosmonth+coslunar+sinlunar+plankton,
> data=mydata))
>
> m124567<-glm.convert(glm.nb(mantas~site*year+sinmonth+coslunar+sinlunar+plankton,
> data=mydata))
>
> m134567<-glm.convert(glm.nb(mantas~site+cosmonth+sinmonth+coslunar+sinlunar+plankton,
> data=mydata))
>
> m234567<-glm.convert(glm.nb(mantas~year+cosmonth+sinmonth+coslunar+sinlunar+plankton,
> data=mydata))
>
> #Seven terms - 1 model
> m1234567<-glm.convert(glm.nb(mantas~site*year+cosmonth+sinmonth+coslunar+sinlunar+plankton,
> data=mydata))
>
>
> Tim Clark
> Department of Zoology
> University of Hawaii
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
--
==============================
Xiaogang Su, Ph.D.
Associate Professor, Biostatistician
SON, University of Alabama
Birmingham, AL 35294-1210
(205) 934-2355 [Office]
x...@uab.edu
xiaogan...@gmail.com
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
