Re: [R] AIC model selection

From: Adaikalavan Ramasamy <ramasamy_at_cancer.org.uk>
Date: Tue 09 Aug 2005 - 19:52:00 EST

True. But from the "Note" section of help(step) :

     This is a minimal implementation. Use 'stepAIC' in package 'MASS'
     for a wider range of object classes.


And from author(s) section :

     B. D. Ripley: 'step' is a slightly simplified version of 'stepAIC'
     in package 'MASS' (Venables & Ripley, 2002 and earlier editions).


I am not sure why the simplification was necessary but I would prefer the slightly more comprehensive version. Besides I like the word AIC reflected in the function of the name as it is using AIC criterion to do stepwise selection.

Regards, Adai

On Mon, 2005-08-08 at 17:16 -0700, Kerry Bush wrote:
> 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.
>
> --- Adaikalavan Ramasamy <ramasamy@cancer.org.uk>
> wrote:
>
> > 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 20:00:05 2005

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