Re: [R] how 'stepAIC' selects?

From: Wuming Gong <wuming.gong_at_gmail.com>
Date: Mon 20 Jun 2005 - 11:45:43 EST

Hi Veronika,

StepAIC does not do any test. But you may do a likelihood ratio test on the difference between deviance of two models to judge which model to use, simply like this,

> 1 - pchisq(deviance.i - deviance.j, df.i - df.j)

And then check whether the returned p value is small enough...

Wuming

On 6/18/05, Bókony Veronika <snuggleduck@freemail.hu> 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
> in "information content" between a model with a given predictor and
> another without it is "significant"?
> 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 Mon Jun 20 11:50:50 2005

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