Re: [R] AIC model selection

From: Kerry Bush <kerryrekky_at_yahoo.com>
Date: Tue 09 Aug 2005 - 10:16:28 EST


The last time I used it, the function step() was using AIC as model selection criteria as the default. It is in the base package so you don't have to refer to other fancy functions.

> Are you looking for possibly stepAIC from the
> package MASS ?
>
> Regards, Adai
>
>
>
> On Mon, 2005-08-08 at 16:39 -0600, Martin Kardos
> wrote:
> > Hello All;
> >
> > I need to run a multiple regression analysis and
> use Akaike's Information
> > Criterion for model selection. I understand that
> this command will give the
> > AIC value for specified models:
> >
> > AIC(object, ..., k = 2)
> >
> > with "..." meaning any other optional models for
> which I would like AIC
> > values. But, how can I specify (in the place of
> "...") that I want R to
> > perform an model selection prodecure based on
> Akaike's Information Criterion
> > on a set of potential independent variables in a
> model such as:
> >
> > model.lm=lm(A~B+C+D+E+F+G)
> >
> > ?
> >
> > Thanks a million;
> >
> > Marty
> >
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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 Tue Aug 09 10:27:03 2005

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