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forward stepwise regression using Mallows Cp

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forward stepwise regression using Mallows Cp

Essers, Jonah
So I recognize that:
 
1. many people hate forward stepwise regression (i've read the archives)--but I need it
 
2. step() or stepAIC are two ways to get a stepwise regression in R
 
But here's the thing: I can't seem to figure out how to specify that I want the criteria to be Mallow's Cp (and then to subsequently tell me what the Cp stat is). I know it has something to do with scale=.....
 
but the help pages dont specify exactly what to type in...I went to the extractAIC help page and it too wasn't that helpful in explicitly telling me what to type.
 
Any help please? All I ask is that you don't flame me for not reading the help pages or the archives. I've spent hours. I guess I'm just inexperienced or something....
 
thanks!
jonah
 
Jonah Essers, MD
Clinical Fellow
Division of Gastroenterology and Nutrition
Children's Hospital Boston
300 Longwood Ave
Boston, MA 02115
617-355-6058(tel)/617-730-0495(fax)

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and provide commented, minimal, self-contained, reproducible code.
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Re: forward stepwise regression using Mallows Cp

Frank Harrell
Essers, Jonah wrote:
> So I recognize that:
>  
> 1. many people hate forward stepwise regression (i've read the archives)--but I need it

Why?

-Frank

>  
> 2. step() or stepAIC are two ways to get a stepwise regression in R
>  
> But here's the thing: I can't seem to figure out how to specify that I want the criteria to be Mallow's Cp (and then to subsequently tell me what the Cp stat is). I know it has something to do with scale=.....
>  
> but the help pages dont specify exactly what to type in...I went to the extractAIC help page and it too wasn't that helpful in explicitly telling me what to type.
>  
> Any help please? All I ask is that you don't flame me for not reading the help pages or the archives. I've spent hours. I guess I'm just inexperienced or something....
>  
> thanks!
> jonah
>  
> Jonah Essers, MD
> Clinical Fellow
> Division of Gastroenterology and Nutrition
> Children's Hospital Boston
> 300 Longwood Ave
> Boston, MA 02115
> 617-355-6058(tel)/617-730-0495(fax)
>

--
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

______________________________________________
[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.
Frank Harrell
Department of Biostatistics, Vanderbilt University
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