On Thu, 10 Mar 2005 16:19:41 -0600 Frank E Harrell Jr <[EMAIL PROTECTED]> wrote:
The goodness of fit test only works on prespecified models. It is not valid when stepwise variable selection is used (unless perhaps you use alpha=0.5).
Perhaps I'm blind, but I can't find any reference to an alpha parameter on the help page for stepAIC. It runs fine however when I set the parameter and produces as model with the same right hand variables as without. Can you tell me what it is ?
T
What I mean is the effective significance level for keeping a variable in the model. Using AIC for one degree of freedom variables is effectively using an alpha of 0.16 if I recall properly.
But I hope you got the point that resid(fit,'gof') as with most goodness of fit tests assumes prespecified models.
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
