Re: [R] Implementing step-wise linear regression

2011-01-24 Thread Tal Galili
Hello Troy. A tiny question (without answering your question), why did you choose to do it this way instead of using ?step or ?stepAIC ? Best, Tal Contact Details:--- Contact me: tal.gal...@gmail.com | 972-52-7275845 Read

Re: [R] Implementing step-wise linear regression

2011-01-24 Thread Ben Bolker
Tal Galili tal.galili at gmail.com writes: Hello Troy. A tiny question (without answering your question), why did you choose to do it this way instead of using ?step or ?stepAIC ? [snip snip] My questions are: Should I be using var.test to run the F-test to decide which

Re: [R] Implementing step-wise linear regression

2011-01-24 Thread Bert Gunter
FWIW, I think it fair to say that modern statistical practice generally views stepwise regression as a bad idea, especially in the hands of non-experts lke yourself. The procedures you describe are dangerous: they have an uncomfortably high chance of choosing the wrong variables and leading to

[R] Implementing step-wise linear regression

2011-01-23 Thread Troy S
Dear R fans, I am trying to do step-wise linear regression using the F-test to decide which variables to admit. Ewout Steyerberg suggests using the F-test for this purpose. I first build a model using no variables using lm(y ~ 1) and then using one variable that is a strong predictor using lm(y