Re: [R] how 'stepAIC' selects?

From: Uwe Ligges <ligges_at_statistik.uni-dortmund.de>
Date: Sun 19 Jun 2005 - 01:17:15 EST

Bókony Veronika wrote:

> Dear all,
> Could anyone please tell me how 'step' or 'stepAIC' works? Does it
> simply select the model with the smallest AIC from all the possible
> models? Or does it perform any test eg. whether the decrease

No. It works *stepwise*, hence does not inspect all possible models.

> in "information content" between a model with a given predictor and
> another without it is "significant"?

Well, if you believe AIC is the right criteria, an improvement of the AIC is enough to choose another model - no further test will be applied.

Uwe Ligges

> Thanks for help!
> VB
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sun Jun 19 01:19:51 2005

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