[R] Stepwise in lme

Pablo pschatfield at gmail.com
Thu Dec 22 10:42:01 CET 2011

I'm manually doing a form of stepwise regression in a mixed model but with
many variables, it is time consuming.  I thought I'd try to use an automated
approach.  stepAIC gave me false convergence when I used it with my model,
so I thought it can't be hard to set up a basic program to do it based on
the p-values.  Thus I tried a couple of (very) crude options:

1) trying to 'multiply' my 40 terms by a vector of length 40 of 1's (some of
which would then become 0's so that the term would be effectively eliminated
in the model).  This didn't work as lme didn't recognise the vector.
2) setting the term I wished to drop to a column of 0's so it couldn't be
used in the analysis, but this created a singularity which then stopped lme
from working....

Hmm, perhaps I should abandon such abominations ... does anyone have some
advice on how I might get such a crude method working or must I turn back
and fight with stepAIC?

Thank you!

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