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 variable to > > add > > next? > > > > What is the difference between the F-test run by var.test and summary.lm? var.test isn't what you want at all; it is for comparing variances among *populations*. > > > > Has step-wise model building using the F-test been programmed already? Not completely (?step uses AIC). However add1(...,test="F") is probably what you're looking for. Please note that stepwise regression is *strongly* deprecated by many statisticians, e.g. <http://www.stata.com/support/faqs/stat/stepwise.html> Harrell, Frank. 2001. Regression Modeling Strategies. Springer. Mundry, Roger, and Charles L. Nunn. 2009. Stepwise Model Fitting and Statistical Inference: Turning Noise into Signal Pollution. The American Naturalist 173, no. 1 (January 1): 119-123. doi:10.1086/593303. http://www.journals.uchicago.edu/doi/abs/10.1086/593303. WHITTINGHAM, MARK J., Philip A. Stephens, Richard B. Bradbury, and Robert P. Freckleton. 2006. Why do we still use stepwise modelling in ecology and behaviour? Journal of Animal Ecology 75, no. 5: 1182-1189. ______________________________________________ [email protected] 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.
