[R] Re: Sum weights of independent variables across models (AIC)

[Kamil Bartoń]

?model.avg

Look at "relative importance".


> Message: 102
> Date: Wed, 13 Jul 2011 18:01:14 -0500
> From: Michael Just <mgjust w gmail.com>
> To: r-help <r-help w r-project.org>
> Subject: [R] Sum weights of independent variables across models (AIC)
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> 
> Hello,
> I'd like to sum the weights of each independent variable across linear
> models that have been evaluated using AIC.
> 
> For example:
> 
>> > library(MuMIn)
>> > data(Cement)
>> > lm1  <-  lm(y  ~  .,  data  =  Cement)
>> > dd  <-  dredge(lm1,  beta  = TRUE,  eval  =  TRUE,  rank  =  "AICc")
>> > get.models(dd, subset = delta <4)
> There are 5 models with a Delta AIC Score of less than 4.  I would
> like to sum the weights for each of the independent variables across
> the five models.