[R] Stepwise model selection question

[Prof Brian D Ripley]

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?

[Description snipped.]

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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