[R] stepAIC for overdispersed Poisson

Murray Jorgensen maj at waikato.ac.nz
Mon Nov 13 10:30:32 CET 2006


I am wondering if stepAIC in the MASS library may be used for model 
selection in an overdispersed Poisson situation. What I thought of doing 
was to get an estimate of the overdispersion parameter phi from fitting 
a model with all or most of the available predictors (we have a large 
number of observations so this should not be problematical) and then use 
stepAIC with scale = phi. Should this be OK?

Murray Jorgensen
-- 
Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: maj at waikato.ac.nz                                Fax 7 838 4155
Phone  +64 7 838 4773 wk    Home +64 7 825 0441    Mobile 021 1395 862



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