[R] how 'stepAIC' selects?

[Uwe Ligges]

Wuming Gong wrote:
> 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... 


... but then you are mixing different concepts.

Uwe Ligges


> 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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> 
> 
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