stepAIC { MASS }R Documentation

Choose a model by AIC in a Stepwise Algorithm


Performs stepwise model selection by AIC.

stepAIC(object, scope, scale = 0,
        direction = c("both", "backward", "forward"),
        trace = 1, keep = NULL, steps = 1000, use.start = FALSE,
        k = 2, ...)

an object representing a model of an appropriate class. This is used as the initial model in the stepwise search.


defines the range of models examined in the stepwise search. This should be either a single formula, or a list containing components < code >upper and < code >lower, both formulae. See the details for how to specify the formulae and how they are used.


used in the definition of the AIC statistic for selecting the models, currently only for < code >lm and < code >aov models (see < code >extractAIC for details).


the mode of stepwise search, can be one of < code >"both", < code >"backward", or < code >"forward", with a default of < code >"both". If the < code >scope argument is missing the default for < code >direction is < code >"backward".


if positive, information is printed during the running of < code >stepAIC. Larger values may give more information on the fitting process.


a filter function whose input is a fitted model object and the associated < code >AIC statistic, and whose output is arbitrary. Typically < code >keep will select a subset of the components of the object and return them. The default is not to keep anything.


the maximum number of steps to be considered. The default is 1000 (essentially as many as required). It is typically used to stop the process early.


if true the updated fits are done starting at the linear predictor for the currently selected model. This may speed up the iterative calculations for < code >glm (and other fits), but it can also slow them down. < b >Not used in R.


the multiple of the number of degrees of freedom used for the penalty. Only < code >k = 2 gives the genuine AIC: < code >k = log(n) is sometimes referred to as BIC or SBC.


any additional arguments to < code >extractAIC. (None are currently used.)


The set of models searched is determined by the < code >scope argument. The right-hand-side of its < code >lower component is always included in the model, and right-hand-side of the model is included in the < code >upper component. If < code >scope is a single formula, it specifies the < code >upper component, and the < code >lower model is empty. If < code >scope is missing, the initial model is used as the < code >upper model.

Models specified by < code >scope can be templates to update < code >object as used by < code >update.formula.

There is a potential problem in using < code >glm fits with a variable < code >scale, as in that case the deviance is not simply related to the maximized log-likelihood. The < code >glm method for < code >extractAIC makes the appropriate adjustment for a < code >gaussian family, but may need to be amended for other cases. (The < code >binomial and < code >poisson families have fixed < code >scale by default and do not correspond to a particular maximum-likelihood problem for variable < code >scale.)

Where a conventional deviance exists (e.g. for < code >lm, < code >aov and < code >glm fits) this is quoted in the analysis of variance table: it is the < em >unscaled deviance.


the stepwise-selected model is returned, with up to two additional components. There is an < code >"anova" component corresponding to the steps taken in the search, as well as a < code >"keep" component if the < code >keep= argument was supplied in the call. The < code >"Resid. Dev" column of the analysis of deviance table refers to a constant minus twice the maximized log likelihood: it will be a deviance only in cases where a saturated model is well-defined (thus excluding < code >lm, < code >aov and < code >survreg fits, for example).


The model fitting must apply the models to the same dataset. This may be a problem if there are missing values and an < code >na.action other than < code > is used (as is the default in R). We suggest you remove the missing values first.


Venables, W. N. and Ripley, B. D. (2002) < em >Modern Applied Statistics with S. Fourth edition. Springer.

See Also

< code >addterm, < code >dropterm, < code >step

quine.hi <- aov(log(Days + 2.5) ~ .^4, quine)
quine.nxt <- update(quine.hi, . ~ . - Eth:Sex:Age:Lrn)
quine.stp <- stepAIC(quine.nxt,
    scope = list(upper = ~Eth*Sex*Age*Lrn, lower = ~1),
    trace = FALSE)

cpus1 <- cpus
for(v in names(cpus)[2:7])
  cpus1[[v]] <- cut(cpus[[v]], unique(quantile(cpus[[v]])),
                    include.lowest = TRUE)
cpus0 <- cpus1[, 2:8]  # excludes names, authors' predictions
cpus.samp <- sample(1:209, 100)
cpus.lm <- lm(log10(perf) ~ ., data = cpus1[cpus.samp,2:8])
cpus.lm2 <- stepAIC(cpus.lm, trace = FALSE)

birthwt.glm <- glm(low ~ ., family = binomial, data = bwt)
birthwt.step <- stepAIC(birthwt.glm, trace = FALSE)
birthwt.step2 <- stepAIC(birthwt.glm, ~ .^2 + I(scale(age)^2)
    + I(scale(lwt)^2), trace = FALSE)

quine.nb <- glm.nb(Days ~ .^4, data = quine)
quine.nb2 <- stepAIC(quine.nb)

[ Package MASS version 7.3-51.1 Index ]