Sequential Sum of Squares Code

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  • #300
    Tabby
    Member

    Hello,

    I am new to r and programming in general. I cant figure out why the following code is not working.

    ###############################################################################################
    #Sequentail Sum of Squares--------------------------------------------------------------------#
    ###############################################################################################

    SS.seq = function(y,predictor,all.predictors)
    {

    SS = vector(,length=all.dim(predictors)[2])

    mean = mean(y)
    yhat = lm(y~all.predictors[,1])

    sum.RSS.full = 0 #initialize sum#
    sum.RSS.red = 0 #initialize sum#
    sum.SSyy = 0 #initialize sum$

    for (i in 1:length(y)) #calculate RSS#
    {

    sum.RSS.full = (yhat.full[i]-y[i])^2 + sum.RSS.full
    sum.RSS.red = (yhat.red[i]-y[i])^2 + sum.RSS.red
    sum.SSyy = (y[i]-mean)^2 + sum.SSyy

    }

    SS.seq = sum.RSS.red-sum.RSS.full
    SSyy = sum.SSyy
    SS = 100*(SS.seq/SSyy)

    cat("SS1: ",SS.seq) #print result#
    cat("\n")

    for (i in 2:dim(predictors)[2])
    {

    yhat.full = lm(y~all.predictors[,i])
    yhat.red = lm(y~subset(all.predictors,c(1:i-1,i+1:dim(predictors)[2]))

    sum.RSS.full = 0 #initialize sum#
    sum.RSS.red = 0 #initialize sum#
    sum.SSyy = 0 #initialize sum#

    for (j in 1:length(y)) #calculate RSS#
    {

    sum.RSS.full = (yhat.full[j]-y[j])^2 + sum.RSS.full
    sum.RSS.red = (yhat.red[j]-y[j])^2 + sum.RSS.red
    sum.SSyy = (y[j]-mean)^2 + sum.SSyy
    }

    SS.seq[i] = sum.RSS.red-sum.RSS.full
    SSyy[i] = sum.SSyy
    SS[i] = 100*(SS.seq/SSyy)

    }

    cat("Sequential Sum of Sqaures: ",SS)

    }

    ###############################################################################################
    #Sequentail Sum of Squares--------------------------------------------------------------------#
    ###############################################################################################

    I am not sure if my loops are correct.

    Any help would be great.

    Thansk

    #318
    bryan
    Participant

    Tabby,

    What error(s) are you getting?

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