[R] mle.stepwise versus step/stepAIC
Prof Brian Ripley
ripley at stats.ox.ac.uk
Thu Dec 8 08:12:32 CET 2005
You could ask the author of the contributed package 'wle', which is not
part of the `R-software'.
The documentation is minimal, but the references are all to classical
stepwise methods such as those in package leaps, that is they select
columns in the model matrix and _not_ terms.
On Wed, 7 Dec 2005, Jim Brindle wrote:
> I have a question pertaining to the stepwise regression which I am trying to
> perform. I have a data set in which I have 14 predictor variables
> accompanying my response variable. I am not sure what the difference is
> between the function "mle.stepwise" found in the wle package and the
> functions "step" or "stepAIC"? When would one use "mle.stepwise" versus
> "step/stepAIC"? Other than the references in the R-software, is there
> anything which discusses the use of "mle.stepwise"?
> Thank you kindly in advance for any insight offered.
> Jim Brindle
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 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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