[R] GLM model selection
aolinto at bignet.com.br
Fri Jun 29 13:44:33 CEST 2001
Dear R list members,
I'd like to know whether the AIC statistic used by step( ) in R is suitable for selecting GLM models with gamma error distribution and log link function.
A statistician friend of mine (S plus user) said me to take care because in gamma distribution phi (scale?) is not constant. Also in step( ) help page is written that "there is a potential problem in using glm fits with a variable scale as in that case the deviance is not simply related to the maximized log-likelihood".
If it's not the most appropriated way to select the model, which would be the best way to perform the selection?
Sao Paulo - BRAZIL
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