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ancova model checking

To: s-news@lists.biostat.wustl.edu
Subject: ancova model checking
From: Christoph Scherber <Christoph.Scherber@uni-jena.de>
Date: Mon, 23 Feb 2004 13:45:31 +0100
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Dear all,

I have several partially correlated explanatory variables that I want to analyse using analysis of covariance. The problem now is that order in model specification matters. I would therefore like to have an automated routine which permutates the positions of the explanatory variables, and then compares all resulting model versions using AIC.

What I´d like to do is something like:

explanatories_c(explanatory.1,explanatory.2,explanatory.3....explanatory.n)
for (i in 1:n) explanatory[i]_sample((explanatories[i])
model[i]_aov(response~explanatory[i])
AIC(model[i+1],model[i])

this whole procedure would then be replicated until the full nr of explanatory variables (say, 10) is tested in all possible positions (e.g. 10!)

I would really appreciate any suggestions on this.

Best regards
Christoph.


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