[R] stepAIC {MASS}

From: Nathan Leon Pace, MD, MStat <n.l.pace_at_utah.edu>
Date: Fri, 20 Jun 2008 23:54:22 -0600


In a generalized linear model with k covariates, there are 2(kth power) - 1 possible models (excluding interactions).

Awhile ago a posting to R-help suggested Model Selection and Multimodel Inference, 2nd ed, by Burnham and Anderson as a good source for understanding model selection. They recommend (page 71) computing AIC differences over all candidate models in the set of possible models.

After looking at the help page for stepAIC and checking MASS, I am not certain which AICs are estimated by stepAIC.

Comments will be appreciated.

Nathan



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