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

[Frank Harrell]

Why go to so much trouble?  Why not fit a single full model and use it?  Even
better why not use a quadratic penalty on the full model to get optimum
cross-validation?
Frank

nofunsally wrote:
> 
> 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.
> 
> How can I do that?
> 
> Thanks,
> Mike
> 
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> 


-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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