[R] Stepwise model selection question
Prof Brian D Ripley
ripley at stats.ox.ac.uk
Sun Jun 20 09:46:55 CEST 1999
On Fri, 18 Jun 1999, John Thaden wrote:
> I use the step() function occasionally, and I think I understand its
> objective, proper use, and limitations. Now I see stepwise model selection
> being used in what seems to be an unusual way, and I wonder if it is right
> or wrong. May I describe?
step() does not do `stepwise model selection' by F-tests as you describe.
The title of its help page is
Choose a model by AIC in a Stepwise Algorithm
> I'm OK with this so far. The use of step() seems fairly standard.
> But now here's where I think it gets weird: There is a compulsion among
> geneticists to then treat the results of the stepwise model selection as
> yet a fourth analytical tool by which to rank all the mapping markers,
> i.e., as further evidence that a marker must be near a genetic element
> affecting the trait. "If it's included in the model, it must be close to a
> genetic effector of the trait". How does this sound to you? If a stepwise
> algorithm ranks possible cofactors--perhaps even assigns them an F
> value--can you use that ranking to make any comparisons among possible
> cofactors? What do the F values mean?
Being in the model is never an indication of causality, but it is an
indication of association. The step from association to `close' is a
genetic hypothesis. As step() does not give F-values, I will not
comment on the rest.
Brian D. Ripley, ripley at stats.ox.ac.uk
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 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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