backward.corp {COP} | R Documentation |
This is the function for backward selection in COP
backward.corp(x, y, id1, ind, H, signif.out, dd, lambdaf)
x |
is a n by p matrix for the covariates |
y |
is a response variable |
id1 |
is the subset of variable selected at previous step |
ind |
is the subset of variable that has not been selected at previous step |
H |
is the number of slices |
signif.out |
is the threshold to kick a variable out from the selected subset of variables |
dd |
is the direction |
lambdaf |
the critical value based on the full model |
Wenxuan Zhong