Re: [R] Logistic regression goodness of fit tests

From: Trevor Wiens <twiens_at_interbaun.com>
Date: Fri 11 Mar 2005 - 09:49:13 EST

On Thu, 10 Mar 2005 16:19:41 -0600
Frank E Harrell Jr <f.harrell@vanderbilt.edu> wrote:

> The goodness of fit test only works on prespecified models. It is not
> valid when stepwise variable selection is used (unless perhaps you use
> alpha=0.5).
>

Perhaps I'm blind, but I can't find any reference to an alpha parameter on the help page for stepAIC. It runs fine however when I set the parameter and produces as model with the same right hand variables as without. Can you tell me what it is ?

T

-- 
Trevor Wiens 
twiens@interbaun.com

The significant problems that we face cannot be solved at the same 
level of thinking we were at when we created them. 
(Albert Einstein)

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Received on Fri Mar 11 12:49:19 2005

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