[R] how 'stepAIC' selects?

[Uwe Ligges]

Bókony Veronika 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 

No. It works *stepwise*, hence does not inspect all possible models.


> in "information content" between a model with a given predictor and 
> another without it is "significant"?

Well, if you believe AIC is the right criteria, an improvement of the 
AIC is enough to choose another model - no further test will be applied.

Uwe Ligges



> Thanks for help!
> VB
> 
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