[R] Stepwise lrm()

Greg Snow Greg.Snow at imail.org
Mon Oct 13 23:37:14 CEST 2008

You should note that the author of the lrm function (at least the one in the Design package, I don't know of others) is also one of the most vocal opponents of stepwise regression methods.  Using stepwise with lrm() is kind of like borrowing someone's "down with violence" sign to hit them over the head with.  You might want to look at the lasso2 package or get a copy of Frank's book for much better strategies.

Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of useR
> Sent: Monday, October 13, 2008 2:35 PM
> To: r-help at r-project.org
> Subject: [R] Stepwise lrm()
> Hello,
> I have the data set of 1 + 49 variables. One of them is binary other
> are continous.
> I would like to be able to fit the model with all 49 variables and
> then run stepwise model selction.
> I'd appriciate some code snippets...
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