[R] model selection using logistf package

mael henriksson.anna at live.se
Tue Sep 27 13:54:13 CEST 2011


Hi everyone,

I'm wondering how to select the "best" model when using logistf? AIC does
not work neither does anova. I tried fitting a glm model but got the
separation warning message so I tried using the logistf package but as I
stepwise simplify the model I don't know if the simplification is motivated
or not... Can anyone explain to me how I should approach this problem? I
have data with y=0 and 1 and three x variables for 328 observations.

Thanks!

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