[R] why does R stepAIC keep unsignificant variables?

S Ellison S.Ellison at LGCGroup.com
Tue Oct 9 17:29:01 CEST 2012


> > Why are the first 5 variables kept in the stepwise result?? 
I don't know, for your data set.

However, AIC is in my limited experience less likely to reject a term than rejection based on p-value at 95% confidence. It's not the same criterion, so there's no immediate reason it should give the same result.

And it often - quite correctly - doesn't.

S Ellison

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