lm-utils {MPSEM}R Documentation

Linear Modelling Utility Functions

Description

Utility functions to build linear models using Phylogenetic Eigenvector Maps among their explanatory variables.

Usage

lmforwardsequentialAICc(y, x, object)

lmforwardsequentialsidak(y, x, object, alpha = 0.05)

Arguments

y

A response variable.

x

Descriptors (numeric of factor) to be used as auxiliary traits.

object

A PEM-class object.

alpha

The p-value threshold above which the function will stop adding variables.

Details

Function lmforwardsequentialsidak, performs a forward stepwise selection of the PEM eigenvectors until the familywise test of significance of the new variable to be included exceeds the p-value threshold alpha. The familiwise type I error probability is obtained using the Holm-Sidak correction of the testwise probabilities, thereby correcting for type I error rate inflation due to multiple testing.

Function lmforwardsequentialAICc carries out forward stepwise selection of the eigenvectors as long as the candidate model features a sample-size-corrected Akaike information criterion lower than the previous model. The final model should be regarded as overfitted from the Neyman-Pearson (i.e. frequentist) point of view, but this is the model that minimizes information loss from the standpoint of information theory.

Value

An lm-class object.

Functions

Author(s)

Guillaume Guénard [aut, cre] (<https://orcid.org/0000-0003-0761-3072>), Pierre Legendre [ctb] (<https://orcid.org/0000-0002-3838-3305>) Maintainer: Guillaume Guénard <guillaume.guenard@umontreal.ca>

References

Burnham, K. P. & Anderson, D. R. 2002. Model selection and multimodel inference: a practical information-theoretic approach, 2nd ed. Springer-Verlag. xxvi + 488 pp.

Holm, S. 1979. A simple sequentially rejective multiple test procedure. Scand. J. Statist. 6: 65-70

Sidak, Z. 1967. Rectangular confidence regions for means of multivariate normal distributions. J. Am. Stat. Ass. 62, 626-633


[Package MPSEM version 0.4-4 Index]