Re: [R] process of stepwise selection

From: Gavin Simpson <gavin.simpson_at_ucl.ac.uk>
Date: Wed, 30 Jun 2010 08:41:40 +0100

On Wed, 2010-06-30 at 09:13 +0200, Stephan Kolassa wrote:
> Hi Elaine,
>
> in general, stepwise selection is a very bad idea:
>
> Whittingham, M. J.; Stephens, P. A.; Bradbury, R. B. & Freckleton, R. P.
> Why do we still use stepwise modelling in ecology and behaviour? Journal
> of Animal Ecology, 2006, 75, 1182-1189

Another reference to consult in the same field is:

Dahlgren J.p. (2010) Alternative regression methods are not considered in Murtaugh (2009) or by ecologists in general. Ecology Letters 13(5) E7-E9.

which is a comment to

Murtaugh P.A. (2009) Performance of several variable-selection methods applied to real ecological data. Ecology Letters 12(10) 1061-1068

Luckily, there are several packages available in R that implement ridge regression or the lasso and related techniques. See for example the Regularization and Shrinkage section in:

http://cran.r-project.org/web/views/MachineLearning.html

HTH G

>
> HTH
> Stephan
>
>
> elaine kuo schrieb:
> > Dear list,
> >
> > I wanna select the significant variables relative to bird distribution,
> > using stepwise method.
> > However, the result is always the best-fit model.
> >
> > Please kindly suggest if it is possible to show the selection process.
> > Thank you
> >
> > Elaine
> >
> > [[alternative HTML version deleted]]
> >
> > ______________________________________________
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> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
>
> ______________________________________________
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Received on Wed 30 Jun 2010 - 07:44:35 GMT

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