##
## Step: AIC=109.32
## y ~ x1 + x3
##
## Df Sum of Sq RSS AIC
## <none> 5599.4 109.32
## - x3 1 833.2 6432.6 109.82
## - x1 1 5169.5 10768.9 119.09
summary(lm.step)
##
## Call:
## lm(formula = y ~ x1 + x3, data = pho)
##
## Residuals:
## Min 1Q Median 3Q Max
## -29.713 -11.324 -2.953 11.286 48.679
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 41.4794 13.8834 2.988 0.00920 **
## x1 1.7374 0.4669 3.721 0.00205 **
## x3 0.1548 0.1036 1.494 0.15592
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 19.32 on 15 degrees of freedom
## Multiple R-squared: 0.5481, Adjusted R-squared: 0.4878
## F-statistic: 9.095 on 2 and 15 DF, p-value: 0.002589
#x3
仍不够显著。
#
再用
drop1
函数做逐步回归
drop1(lm.step)
## Single term deletions
##
## Model:
## y ~ x1 + x3
## Df Sum of Sq RSS AIC
## <none> 5599.4 109.32
## x1 1 5169.5 10768.9 119.09
## x3 1 833.2 6432.6 109.82
#
可以考虑再去掉
x3
lm.opt<-lm(y~x1,data=pho);summary(lm.opt)
##
## Call:
## lm(formula = y ~ x1, data = pho)
##