Hi Veronika, StepAIC does not do any test. But you may do a likelihood ratio test on the difference between deviance of two models to judge which model to use, simply like this,
> 1 - pchisq(deviance.i - deviance.j, df.i - df.j) And then check whether the returned p value is small enough... Wuming On 6/18/05, Bókony Veronika <[EMAIL PROTECTED]> wrote: > Dear all, > Could anyone please tell me how 'step' or 'stepAIC' works? Does it > simply select the model with the smallest AIC from all the possible > models? Or does it perform any test eg. whether the decrease > in "information content" between a model with a given predictor and > another without it is "significant"? > Thanks for help! > VB > > ______________________________________________ > [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 > ______________________________________________ [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
