Re: [R] can I do this with R?

From: Frank E Harrell Jr <f.harrell_at_vanderbilt.edu>
Date: Wed, 28 May 2008 12:01:48 -0500

Smita Pakhale wrote:
> Hi Maria,
>
> But why do you want to use forwards or backwards
> methods? These all are 'backward' methods of modeling.
> Try using AIC or BIC. BIC is much better than AIC.
> And, you do not have to believe me or any one else on
> this.

How does that help? BIC gives too much penalization in certain contexts; both AIC and BIC were designed to compare two pre-specified models. They were not designed to fix problems of stepwise variable selection.

Frank

>
> Just make a small data set with a few variables with
> known relationship amongst them. With this simulated
> data set, use all your modeling methods: backwards,
> forwards, AIC, BIC etc and then see which one gives
> you a answer closest to the truth. The beauty of using
> a simulated dataset is that, you 'know' the truth, as
> you are the 'creater' of it!
>
> smita
>
> --- Charilaos Skiadas <cskiadas_at_gmail.com> wrote:
>
>> A google search for "logistic regression with
>> stepwise forward in r"
>> returns the following post:
>>
>>
> https://stat.ethz.ch/pipermail/r-help/2003-December/043645.html
>> Haris Skiadas
>> Department of Mathematics and Computer Science
>> Hanover College
>>
>> On May 28, 2008, at 7:01 AM, Maria wrote:
>>
>>> Hello,
>>> I am just about to install R and was wondering
>> about a few things.
>>> I have only worked in Matlab because I wanted to
>> do a logistic
>>> regression. However Matlab does not do logistic
>> regression with
>>> stepwiseforward method. Therefore I thought about
>> testing R. So my
>>> question is
>>> can I do logistic regression with stepwise forward
>> in R?
>>> Thanks /M
>> ______________________________________________
>

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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