Re: [R] mle.stepwise versus step/stepAIC

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Thu 08 Dec 2005 - 18:12:32 EST

You could ask the author of the contributed package 'wle', which is not part of the `R-software'.

The documentation is minimal, but the references are all to classical stepwise methods such as those in package leaps, that is they select columns in the model matrix and _not_ terms.

On Wed, 7 Dec 2005, Jim Brindle wrote:

> Hello,
>
> I have a question pertaining to the stepwise regression which I am trying to
> perform. I have a data set in which I have 14 predictor variables
> accompanying my response variable. I am not sure what the difference is
> between the function "mle.stepwise" found in the wle package and the
> functions "step" or "stepAIC"? When would one use "mle.stepwise" versus
> "step/stepAIC"? Other than the references in the R-software, is there
> anything which discusses the use of "mle.stepwise"?
>
> Thank you kindly in advance for any insight offered.
>
> Jim Brindle

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Thu Dec 08 18:19:13 2005

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