[R] how 'stepAIC' selects?

[Wuming Gong]

Hi Veronika,

StepAIC does not do any test. But you may do a likelihood ratio test
on the difference between deviance of two models to judge which model
to use, simply like this,

> 1 - pchisq(deviance.i - deviance.j, df.i - df.j)

And then check whether the returned p value is small enough... 

Wuming

On 6/18/05, Bókony Veronika <snuggleduck at freemail.hu> wrote:
> Dear all,
> Could anyone please tell me how 'step' or 'stepAIC' works? Does it
> simply select the model with the smallest AIC from all the possible
> models? Or does it perform any test eg. whether the decrease
> in "information content" between a model with a given predictor and
> another without it is "significant"?
> Thanks for help!
> VB
> 
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