{"id":4509,"date":"2023-07-10T13:33:15","date_gmt":"2023-07-10T13:33:15","guid":{"rendered":"https:\/\/statorials.org\/cn\/%e6%96%af%e6%b3%b0%e5%b8%95%e5%85%8b\/"},"modified":"2023-07-10T13:33:15","modified_gmt":"2023-07-10T13:33:15","slug":"%e6%96%af%e6%b3%b0%e5%b8%95%e5%85%8b","status":"publish","type":"post","link":"https:\/\/statorials.org\/cn\/%e6%96%af%e6%b3%b0%e5%b8%95%e5%85%8b\/","title":{"rendered":"\u5982\u4f55\u5728r\u4e2d\u4f7f\u7528stepaic\u8fdb\u884c\u7279\u5f81\u9009\u62e9"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\u8d64\u6c60\u4fe1\u606f\u51c6\u5219 ( <strong>AIC<\/strong> ) \u662f\u4e00\u79cd\u7528\u4e8e\u91cf\u5316\u6a21\u578b\u4e0e\u6570\u636e\u96c6\u62df\u5408\u7a0b\u5ea6\u7684\u6307\u6807\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8ba1\u7b97\u65b9\u6cd5\u5982\u4e0b\uff1a<\/span><\/p>\n<p> <strong><span style=\"color: #000000;\">AIC = 2K \u2013 2 <em>ln<\/em> (L)<\/span><\/strong><\/p>\n<p><span style=\"color: #000000;\">\u91d1\u5b50\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>K\uff1a<\/strong>\u6a21\u578b\u53c2\u6570\u7684\u6570\u91cf\u3002 K \u7684\u9ed8\u8ba4\u503c\u4e3a 2\uff0c\u56e0\u6b64\u53ea\u6709\u4e00\u4e2a\u9884\u6d4b\u53d8\u91cf\u7684\u6a21\u578b\u7684 K \u503c\u4e3a 2+1 = 3\u3002<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong><em>ln<\/em> (L)<\/strong> \uff1a\u6a21\u578b\u7684\u5bf9\u6570\u4f3c\u7136\u3002\u5927\u591a\u6570\u7edf\u8ba1\u8f6f\u4ef6\u53ef\u4ee5\u81ea\u52a8\u4e3a\u60a8\u8ba1\u7b97\u8be5\u503c\u3002<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">AIC \u65e8\u5728\u627e\u5230\u89e3\u91ca\u6570\u636e\u53d8\u5316\u6700\u5927\u7684\u6a21\u578b\uff0c\u540c\u65f6\u60e9\u7f5a\u4f7f\u7528\u8fc7\u591a\u53c2\u6570\u7684\u6a21\u578b\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u60a8\u53ef\u4ee5\u4f7f\u7528 R \u4e2d<strong>MASS<\/strong>\u5305\u4e2d\u7684<strong>stepAIC()<\/strong>\u51fd\u6570\u5728\u56de\u5f52\u6a21\u578b\u4e2d\u8fed\u4ee3\u6dfb\u52a0\u548c\u5220\u9664\u9884\u6d4b\u53d8\u91cf\uff0c\u76f4\u5230\u627e\u5230\u751f\u6210\u5177\u6709\u6700\u4f4e AIC \u503c\u7684\u6a21\u578b\u7684\u9884\u6d4b\u53d8\u91cf\u96c6\uff08\u6216\u201c\u7279\u5f81\u201d\uff09\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8be5\u51fd\u6570\u4f7f\u7528\u4ee5\u4e0b\u57fa\u672c\u8bed\u6cd5\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>stepAIC(\u5bf9\u8c61\u3001\u65b9\u5411\u3001&#8230;)<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u91d1\u5b50\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>object<\/strong> : \u8c03\u6574\u6a21\u578b\u7684\u540d\u79f0<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>Direction<\/strong> \uff1a\u8981\u4f7f\u7528\u7684\u6b65\u8fdb\u641c\u7d22\u7c7b\u578b\uff08\u201c\u5411\u540e\u201d\u3001\u201c\u5411\u524d\u201d\u6216\u201c\u4e24\u8005\u201d\uff09<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u4e0b\u9762\u7684\u4f8b\u5b50\u5c55\u793a\u4e86\u5982\u4f55\u5728\u5b9e\u9645\u4e2d\u4f7f\u7528\u8fd9\u4e2a\u529f\u80fd\u3002<\/span><\/p>\n<h2><span style=\"color: #000000;\"><strong>\u793a\u4f8b\uff1a\u5728 R \u4e2d\u4f7f\u7528 stepAIC() \u8fdb\u884c\u7279\u5f81\u9009\u62e9<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u5728\u672c\u4f8b\u4e2d\uff0c\u6211\u4eec\u5c06\u4f7f\u7528 R \u4e2d\u5185\u7f6e\u7684<a href=\"https:\/\/statorials.org\/cn\/mtcars-r-\u6570\u636e\u96c6\/\" target=\"_blank\" rel=\"noopener\">mtcars<\/a>\u6570\u636e\u96c6\uff0c\u5176\u4e2d\u5305\u542b 32 \u8f86\u4e0d\u540c\u6c7d\u8f66\u7684 11 \u4e2a\u4e0d\u540c\u5c5e\u6027\u7684\u6d4b\u91cf\u503c\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <span style=\"color: #008080;\"><strong>#view first six rows of mtcars dataset<\/strong><\/span>\n<strong>head(mtcars)\n\n                   mpg cyl disp hp drat wt qsec vs am gear carb\nMazda RX4 21.0 6 160 110 3.90 2.620 16.46 0 1 4 4\nMazda RX4 Wag 21.0 6 160 110 3.90 2.875 17.02 0 1 4 4\nDatsun 710 22.8 4 108 93 3.85 2.320 18.61 1 1 4 1\nHornet 4 Drive 21.4 6 258 110 3.08 3.215 19.44 1 0 3 1\nHornet Sportabout 18.7 8 360 175 3.15 3.440 17.02 0 0 3 2\nValiant 18.1 6 225 105 2.76 3,460 20.22 1 0 3 1\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u5047\u8bbe\u6211\u4eec\u60f3\u8981\u4f7f\u7528<strong>hp<\/strong>\u4f5c\u4e3a\u54cd\u5e94\u53d8\u91cf\u548c\u4ee5\u4e0b\u6f5c\u5728\u9884\u6d4b\u53d8\u91cf\u6765\u62df\u5408\u56de\u5f52\u6a21\u578b\uff1a<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\"><strong>\u82f1\u91cc\/\u52a0\u4ed1<\/strong><\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>\u91cd\u91cf<\/strong><\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>\u62c9\u5c4e<\/strong><\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>\u5feb\u79d2<\/strong><\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u6211\u4eec\u53ef\u4ee5\u4f7f\u7528<b>MASS<\/b>\u5305\u4e2d\u7684<strong>stepAIC()<\/strong>\u51fd\u6570\u5728\u6a21\u578b\u4e2d\u6dfb\u52a0\u548c\u51cf\u53bb\u5404\u79cd\u9884\u6d4b\u53d8\u91cf\uff0c\u76f4\u5230\u6211\u4eec\u5f97\u5230\u5177\u6709\u5c3d\u53ef\u80fd\u4f4e\u7684 AIC \u503c\u7684\u6a21\u578b\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <span style=\"color: #000000;\"><strong><span style=\"color: #008000;\">library<\/span> (MASS)\n\n<span style=\"color: #008080;\">#fit initial multiple linear regression model\n<\/span>model &lt;- lm(hp ~ mpg + wt + drat + qsec, data=mtcars)\n\n<span style=\"color: #008080;\">#use both forward and backward selection to find model with lowest AIC\n<\/span>stepAIC(model, direction=\" <span style=\"color: #ff0000;\">both<\/span> \")\n\nStart: AIC=226.88\nhp ~ mpg + wt + drat + qsec\n\n       Df Sum of Sq RSS AIC\n- drat 1 94.9 28183 224.98\n- mpg 1 1519.4 29608 226.56\n  none 28088 226.88\n- wt 1 3861.9 31950 229.00\n-qsec 1 28102.2 56190 247.06\n\nStep: AIC=224.98\nhp ~ mpg + wt + qsec\n\n       Df Sum of Sq RSS AIC\n- mpg 1 1424.5 29608 224.56\n  none 28183 224.98\n+ drat 1 94.9 28088 226.88\n- wt 1 3797.9 31981 227.03\n-qsec 1 29625.1 57808 245.97\n\nStep: AIC=224.56\nhp ~ wt + qsec\n\n       Df Sum of Sq RSS AIC\n  none 29608 224.56\n+ mpg 1 1425 28183 224.98\n+ drat 1 0 29608 226.56\n- wt 1 43026 72633 251.28\n-qsec 1 52881 82489 255.35\n\nCall:\nlm(formula = hp ~ wt + qsec, data = mtcars)\n\nCoefficients:\n(Intercept) wt qsec  \n     441.26 38.67 -23.47  \n<\/strong><\/span><\/pre>\n<p><span style=\"color: #000000;\">\u4ee5\u4e0b\u662f\u5982\u4f55\u89e3\u91ca\u7ed3\u679c\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>(1)<\/strong>\u9996\u5148\uff0c\u6211\u4eec\u9996\u5148\u7528\u56db\u4e2a\u9884\u6d4b\u53d8\u91cf\u62df\u5408\u56de\u5f52\u6a21\u578b\u3002\u8be5\u6a21\u578b\u7684 AIC \u503c\u4e3a<strong>226.88<\/strong> \u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>(2)<\/strong>\u63a5\u4e0b\u6765\uff0cstepAIC \u786e\u5b9a\u5220\u9664<strong>drat<\/strong>\u4f5c\u4e3a\u9884\u6d4b\u53d8\u91cf\u5c06\u8fdb\u4e00\u6b65\u5c06 AIC \u503c\u964d\u4f4e\u81f3<strong>224.98<\/strong> \u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>(3)<\/strong>\u63a5\u4e0b\u6765\uff0cstepAIC \u6a21\u578b\u786e\u5b9a\u5220\u9664<strong>mpg<\/strong>\u4f5c\u4e3a\u9884\u6d4b\u53d8\u91cf\u5c06\u8fdb\u4e00\u6b65\u5c06 AIC \u503c\u964d\u4f4e\u81f3<strong>224.56<\/strong> \u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>(4)<\/strong>\u6700\u540e\uff0cstepAIC\u786e\u5b9a\u6ca1\u6709\u529e\u6cd5\u901a\u8fc7\u6dfb\u52a0\u6216\u5220\u9664\u53d8\u91cf\u6765\u8fdb\u4e00\u6b65\u51cf\u5c0fAIC\u503c\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u56e0\u6b64\u6700\u7ec8\u7684\u6a21\u578b\u662f\uff1a<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u9a6c\u529b = 441.26 + 38.67\uff08\u91cd\u91cf\uff09\u2013 23.47\uff08q\u79d2\uff09<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u8be5\u6a21\u578b\u7684 AIC \u503c\u4e3a<strong>224.56<\/strong> \u3002<\/span><\/p>\n<h2><span style=\"color: #000000;\"><strong>\u5176\u4ed6\u8d44\u6e90<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u4ee5\u4e0b\u6559\u7a0b\u89e3\u91ca\u4e86\u5982\u4f55\u5728 R \u4e2d\u6267\u884c\u5176\u4ed6\u5e38\u89c1\u4efb\u52a1\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\"><a href=\"https:\/\/statorials.org\/cn\/\u591a\u5143\u7ebf\u6027\u56de\u5f52\/\" target=\"_blank\" rel=\"noopener\">\u5982\u4f55\u5728 R \u4e2d\u6267\u884c\u591a\u5143\u7ebf\u6027\u56de\u5f52<\/a><br \/><a href=\"https:\/\/statorials.org\/cn\/r-\u4e2d\u7684\u5206\u6bb5\u56de\u5f52\/\" target=\"_blank\" rel=\"noopener\">\u5982\u4f55\u5728 R \u4e2d\u6267\u884c\u5206\u6bb5\u56de\u5f52<\/a><br \/><a href=\"https:\/\/statorials.org\/cn\/r\u4e2d\u7684\u6837\u6761\u56de\u5f52\/\" target=\"_blank\" rel=\"noopener\">\u5982\u4f55\u5728 R \u4e2d\u6267\u884c\u6837\u6761\u56de\u5f52<\/a><\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u8d64\u6c60\u4fe1\u606f\u51c6\u5219 ( AIC ) \u662f\u4e00\u79cd\u7528\u4e8e\u91cf\u5316\u6a21\u578b\u4e0e\u6570\u636e\u96c6\u62df\u5408\u7a0b\u5ea6\u7684\u6307\u6807\u3002 \u8ba1\u7b97\u65b9\u6cd5\u5982\u4e0b\uff1a AIC = 2K \u2013 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-4509","post","type-post","status-publish","format-standard","hentry","category-11"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>\u5982\u4f55\u5728 R \u4e2d\u4f7f\u7528 stepAIC \u8fdb\u884c\u7279\u5f81\u9009\u62e9 - Statorials<\/title>\n<meta name=\"description\" content=\"\u672c\u6559\u7a0b\u901a\u8fc7\u793a\u4f8b\u8bf4\u660e\u5982\u4f55\u4f7f\u7528 R \u4e2d\u7684 stepAIC \u51fd\u6570\u6765\u4f7f\u7528 AIC \u6267\u884c\u6a21\u578b\u9009\u62e9\u3002\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/statorials.org\/cn\/\u65af\u6cf0\u5e15\u514b\/\" 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