R does not contain anything equivalent to step.glm: we do not copy incorrect functions!
There is step() in base R and stepAIC() in package MASS, both of which do what step.glm in S claims to do (but does not). [step.glm has an incorrect definition of AIC, and uses Wald tests to approximate likelihood ratio tests, despite the Hauck-Donner effect. It can give seriously misleading results: this was discovered in a real application about 8 years ago, when I wrote stepAIC.] On Mon, 10 Mar 2003, laurans wrote: > I would to know the equivalent of the function step.glm for R. > Thank you -- Brian D. Ripley, [EMAIL PROTECTED] 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) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
