stepwise in svyglm???

[Diana Marcela Martinez Ruiz]

Hello,

 I want to know how to perform stepwise elimination of variables to svyglm

 thanks    
        [[alternative HTML version deleted]]

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[Frank Harrell]

Stepwise variable selection is invalid in this context.
Frank

Diana Marcela Martinez Ruiz wrote

Hello,

 I want to know how to perform stepwise elimination of variables to svyglm

 thanks    
        [[alternative HTML version deleted]]

______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

[Bert Gunter]

... which begs the question: In what context is it valid?  ;-)

-- Bert

On Tue, Jul 24, 2012 at 3:00 PM, Frank Harrell <[hidden email]> wrote:

> Stepwise variable selection is invalid in this context.
> Frank
>
> Diana Marcela Martinez Ruiz wrote
>>
>> Hello,
>>
>>  I want to know how to perform stepwise elimination of variables to svyglm
>>
>>  thanks
>>       [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help@ 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
> --
> View this message in context: http://r.789695.n4.nabble.com/stepwise-in-svyglm-tp4637679p4637680.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> [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.

--

Bert Gunter
Genentech Nonclinical Biostatistics

Internal Contact Info:
Phone: [phone]
Website:
http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm

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[hidden email] mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

[Frank Harrell]

None, except when the bootstrap is used correctly to fully document how well or poorly the modeling strategy worked and one is not interested in doing better or hasn't the time to do so.

Cheers,
Frank

Bert Gunter wrote

... which begs the question: In what context is it valid?  ;-)

-- Bert

On Tue, Jul 24, 2012 at 3:00 PM, Frank Harrell <[hidden email]> wrote:
> Stepwise variable selection is invalid in this context.
> Frank
>
> Diana Marcela Martinez Ruiz wrote
>>
>> Hello,
>>
>>  I want to know how to perform stepwise elimination of variables to svyglm
>>
>>  thanks
>>       [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help@ 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
> --
> View this message in context: http://r.789695.n4.nabble.com/stepwise-in-svyglm-tp4637679p4637680.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> [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.



--

Bert Gunter
Genentech Nonclinical Biostatistics

Internal Contact Info:
Phone: [phone]
Website:
http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm

______________________________________________
[hidden email] mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

[Thomas Lumley-2]

On Tue, Jul 24, 2012 at 2:48 PM, Diana Marcela Martinez Ruiz
<[hidden email]> wrote:
> Hello,
>
> I want to know how to perform stepwise elimination of variables to svyglm
>

If that's actually what you want to do (which as Frank points out, it
probably isn't), you'll have to do it by hand.

The function step() uses AIC. As far as I know, no-one has yet
constructed valid analogues of AIC,BIC,CIC, ... under complex sampling
(Alastair Scott and I are looking into it), so p-values are the only
option, making the process even less useful.

   - thomas

--
Thomas Lumley
Professor of Biostatistics
University of Auckland

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