On Tue, 11 Apr 2006, Mike Wolfgang wrote: > Probably it is not highly relevant question: Why do stepwise regression > functions in R (step() or stepAIC()) add/delete categorical variables as a > set?
Yes, those two do. Others (e.g. in package leaps) may not. > For example, I have a four-level factor variable d, so dummies are > d1,d2,d3, as stepwise regression operates d, adding or removing, d1,d2,d3 > are simultaneously added/removed. What's the concern here if operating > dummies individually? Model interpretability or anything else? (it seems > shrinkage methods can operate them one by one) -- 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://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
