Re: [R] stepAIC {MASS}

From: Frank E Harrell Jr <f.harrell_at_vanderbilt.edu>
Date: Sat, 21 Jun 2008 07:34:25 -0500

Nathan Leon Pace, MD, MStat wrote:
> 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

Nathan,

If we were analyzing a randomized experiment with 10 treatment groups would we report an unadjusted P-value from a t-test comparing treatments 1,3,4,6 with treatments 2,5,7,8,9,10 where a stepwise process used the response variable to group the treatments? Would we even try to collapse the treatments into groups (i.e., drop some of the 9 dummy variables)?

Cheers,
Frank

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

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Received on Sat 21 Jun 2008 - 12:37:59 GMT

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