[R] AIC model selection

[Adaikalavan Ramasamy]

True. But from the "Note" section of help(step) :

     This is a minimal implementation. Use 'stepAIC' in package 'MASS'
     for a wider range of object classes.


And from author(s) section :

     B. D. Ripley: 'step' is a slightly simplified version of 'stepAIC'
     in package 'MASS' (Venables & Ripley, 2002 and earlier editions).


I am not sure why the simplification was necessary but I would prefer
the slightly more comprehensive version. Besides I like the word AIC
reflected in the function of the name as it is using AIC criterion to do
stepwise selection.

Regards, Adai



On Mon, 2005-08-08 at 17:16 -0700, Kerry Bush wrote:
> The last time I used it, the function step() was using
> AIC as model selection criteria as the default. It is
> in the base package so you don't have to refer to
> other fancy functions.
> 
> --- Adaikalavan Ramasamy <ramasamy at cancer.org.uk>
> wrote:
> 
> > Are you looking for possibly stepAIC from the
> > package MASS ?
> > 
> > Regards, Adai
> > 
> > 
> > 
> > On Mon, 2005-08-08 at 16:39 -0600, Martin Kardos
> > wrote:
> > > Hello All;
> > > 
> > > I need to run a multiple regression analysis and
> > use Akaike's Information 
> > > Criterion for model selection.  I understand that
> > this command will give the 
> > > AIC value for specified models:
> > > 
> > > AIC(object, ..., k = 2)
> > > 
> > > with "..." meaning any other optional models for
> > which I would like AIC 
> > > values.  But, how can I specify (in the place of
> > "...") that I want R to 
> > > perform an model selection prodecure based on
> > Akaike's Information Criterion 
> > > on a set of potential independent variables in a
> > model such as:
> > > 
> > > model.lm=lm(A~B+C+D+E+F+G)
> > > 
> > > ?
> > > 
> > > Thanks a million;
> > > 
> > > Marty
> > > 
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