Re: [R] variable selection when categorical variables are available

2006-04-12 Thread Prof Brian Ripley
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

[R] variable selection when categorical variables are available

2006-04-11 Thread Mike Wolfgang
Dear All, Probably it is not highly relevant question: Why do stepwise regression functions in R (step() or stepAIC()) add/delete categorical variables as a set? For example, I have a four-level factor variable d, so dummies are d1,d2,d3, as stepwise regression operates d, adding or removing,

Re: [R] variable selection when categorical variables are available

2006-04-11 Thread Frank E Harrell Jr
Mike Wolfgang wrote: Dear All, Probably it is not highly relevant question: Why do stepwise regression functions in R (step() or stepAIC()) add/delete categorical variables as a set? For example, I have a four-level factor variable d, so dummies are d1,d2,d3, as stepwise regression operates