Variable Addition Model Selection (VAMS)

Controlling the False Selection Rate (FSR)

SAS macro for VAMS using FSR, to estimate "alpha-to-enter" in linear model forward selection.

Example call and output of the macro with the NCAA data.   Plot of the estimated gamma(alpha) curves.

 

R program for VAMS/FSR based on leaps package. Example call and output with the NCAA data.  Plot of the estimated gamma(alpha) curves.

R program for Fast FSR (no phony var. generation) based on leaps package. Example call and output with the NCAA data.  Plot of the estimated gamma(alpha) curve.

R program for Fast FSR based on summary p-values from forward selection. Example call and output with the NCAA data.