[R] Stepwise procedures

[Frank E Harrell Jr]

On Tue, 30 Sep 2003 09:24:20 -0400
MZodet at ahrq.gov wrote:

> Is there a function in R which performs stepwise estimation in ways similar
> to SAS/STATA (i.e., allows the analyst to specify the significance levels
> for removal/addition of terms).
> 
>  
> 
> I've been asked to evaluate two final models:  one resulting from a
> backwards selection in R (stepAIC) and one resulting from a backwards
> selection using PROC LOGISTIC in SAS.  The final terms are slightly
> different and I'm trying to understand the differences between the two
> packages (approaches) so I can explain why the final terms might be
> different.
> 
>  
> 
> Thanks for your help.
> 
>  
> 
> Marc
>

Marc,

Stepwise variable selection doesn't work well for the sample size you are using.

Frank
---
Frank E Harrell Jr    Professor and Chair            School of Medicine
                      Department of Biostatistics    Vanderbilt University