In order to find the best-fitted regression model, one can perform stepwise regression to step-wisely add or remove a term from a fitted model, and finally output a model with the least AIC. In the following recipe, we demonstrate how to perform stepwise regression with the step function.
You need to have completed the previous recipe by fitting house rental data into a multiple regression model, fit
.
Perform the following steps to search for the best-fitted regression model with the step
function:
First, you can use
step
to select the optimum model with backward elimination:> step(fit, direction="backward") Start: AIC=12753.77 Price ~ Sqft + Floor + TotalFloor + Bedroom + Living.Room + Bathroom Df Sum of Sq RSS AIC - TotalFloor 1 1.8081e+08 2.4428e+11 12752 <none> 2.4410e+11 12754 - Bathroom 1 8.7580e+08 2.4497e+11 12754 - Living.Room...