Reputation: 841
I'm trying to compare backward selection vs linear regression for dimensional reduction. The dataset is rather big with 150 variables.
I have always used the same method to generate comparison with Cross Validation for selected models, but this time with this dataset, cv.glm gives an error that I have trouble to fix:
Error in model.frame.default(formula = SurveyTest$H.test ~ : variable lengths differ (found for 'Music')
There are no NA values in SurveyTest, I can't seem to detect other causes for length difference.
Code for Cross Validation:
#Linear regression full model
lm_full <- lm(SurveyTest$H.test~.,data=SurveyTest)
summary(lm_full)
#Backward selection
lm_init <- lm(H.test~1,data=SurveyTest)
backward_lm <- stepAIC(lm_full,scope = formula(lm_init),direction="backward",
trace = FALSE)
summary(backward_lm)
AIC(backward_lm)
#Cross Validation
library(boot)
model1 <- glm(lm_full)
summary(lm_full)
model2 <- glm(backward_lm)
cv.glm(data=SurveyTest, glmfit=model1,K=10)
cv.glm(data=SurveyTest, glmfit=model2,K=10)
Upvotes: 0
Views: 622
Reputation: 841
I think I found the solution. I should create lm_full with
lm_full <- lm(H.test~.,data=SurveyTest)
instead of
lm_full <- lm(SurveyTest$H.test~.,data=SurveyTest)
That solved the problem.
Upvotes: 1