[R] Stepwise procedures
Frank E Harrell Jr
feh3k at spamcop.net
Tue Sep 30 17:43:13 CEST 2003
On Tue, 30 Sep 2003 09:24:20 -0400
MZodet at ahrq.gov wrote:
> Is there a function in R which performs stepwise estimation in ways similar
> to SAS/STATA (i.e., allows the analyst to specify the significance levels
> for removal/addition of terms).
> I've been asked to evaluate two final models: one resulting from a
> backwards selection in R (stepAIC) and one resulting from a backwards
> selection using PROC LOGISTIC in SAS. The final terms are slightly
> different and I'm trying to understand the differences between the two
> packages (approaches) so I can explain why the final terms might be
> Thanks for your help.
Stepwise variable selection doesn't work well for the sample size you are using.
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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