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Stepwise regression

Berthold Stegemann
I am using stepAIC for stepwise regression modeling.

Is there a way to change the entry and exit alpha levels for the
stepwise regression using stepAIC ?

Many thanks,
Berthold

Berthold Stegemann
Bakken Research Center
Maastricht
The Netherlands

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Re: Stepwise regression

ONKELINX, Thierry
Berthold,

stepAIC does model selected based on AIC (or a similar criterion like
BIC). So it does not uses the alpha levels. Hence it's pointless to
specify them in stepAIC.

HTH,

Thierry


------------------------------------------------------------------------
----
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature
and Forest
Cel biometrie, methodologie en kwaliteitszorg / Section biometrics,
methodology and quality assurance
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[hidden email]
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say what the experiment died of.
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The combination of some data and an aching desire for an answer does not
ensure that a reasonable answer can be extracted from a given body of
data.
~ John Tukey

-----Oorspronkelijk bericht-----
Van: [hidden email] [mailto:[hidden email]]
Namens Berthold
Verzonden: vrijdag 9 mei 2008 11:00
Aan: [hidden email]
Onderwerp: [R] Stepwise regression

I am using stepAIC for stepwise regression modeling.

Is there a way to change the entry and exit alpha levels for the
stepwise regression using stepAIC ?

Many thanks,
Berthold

Berthold Stegemann
Bakken Research Center
Maastricht
The Netherlands

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] 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.

______________________________________________
[hidden email] 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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Re: Stepwise regression

Prof Brian Ripley
In reply to this post by Berthold Stegemann
On Fri, 9 May 2008, Berthold wrote:

> I am using stepAIC for stepwise regression modeling.
>
> Is there a way to change the entry and exit alpha levels for the
> stepwise regression using stepAIC ?

No, because it does not use 'entry and exit alpha levels', rather AIC.

I do not believe you have consulted the manual (the book for which this is
support software)

>
> Many thanks,
> Berthold
>
> Berthold Stegemann
> Bakken Research Center
> Maastricht
> The Netherlands
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] 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.

PLEASE do.


--
Brian D. Ripley,                  [hidden email]
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
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______________________________________________
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