Re: [R] how 'stepAIC' selects?

From: Uwe Ligges <ligges_at_statistik.uni-dortmund.de>
Date: Mon 20 Jun 2005 - 16:37:26 EST

Wuming Gong wrote:
> 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...

... but then you are mixing different concepts.

Uwe Ligges

> 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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>
>
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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 16:41:00 2005

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