[R] process of stepwise selection

Gavin Simpson gavin.simpson at ucl.ac.uk
Wed Jun 30 09:41:40 CEST 2010


On Wed, 2010-06-30 at 09:13 +0200, Stephan Kolassa wrote:
> Hi Elaine,
> 
> in general, stepwise selection is a very bad idea:
> 
> Whittingham, M. J.; Stephens, P. A.; Bradbury, R. B. & Freckleton, R. P. 
> Why do we still use stepwise modelling in ecology and behaviour? Journal 
> of Animal Ecology, 2006, 75, 1182-1189

Another reference to consult in the same field is:

Dahlgren J.p. (2010) Alternative regression methods are not considered
in Murtaugh (2009) or by ecologists in general. Ecology Letters 13(5)
E7-E9.

which is a comment to

Murtaugh P.A. (2009) Performance of several variable-selection methods
applied to real ecological data. Ecology Letters 12(10) 1061-1068

Luckily, there are several packages available in R that implement ridge
regression or the lasso and related techniques. See for example the
Regularization and Shrinkage section in:

http://cran.r-project.org/web/views/MachineLearning.html

HTH

G

> 
> HTH
> Stephan
> 
> 
> elaine kuo schrieb:
> > Dear list,
> > 
> > I wanna select the significant variables relative to bird distribution,
> > using stepwise method.
> > However, the result is always the best-fit model.
> > 
> > Please kindly suggest if it is possible to show the selection process.
> > Thank you
> > 
> > Elaine
> > 
> > 	[[alternative HTML version deleted]]
> > 
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

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