[R] stepAIC {MASS}

Nathan Leon Pace, MD, MStat n.l.pace at utah.edu
Sat Jun 21 07:54:22 CEST 2008

In a generalized linear model with k covariates, there are 2(kth power) - 1
possible models (excluding interactions).

Awhile ago a posting to R-help suggested Model Selection and Multimodel
Inference, 2nd ed, by Burnham and Anderson as a good source for
understanding model selection. They recommend (page 71) computing AIC
differences over all candidate models in the set of possible models.

After looking at the help page for stepAIC and checking MASS, I am not
certain which AICs are estimated by stepAIC.

Comments will be appreciated.


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