[R] Help on model selection using AICc

Spencer Graves spencer.graves at pdf.com
Tue Nov 8 02:48:06 CET 2005


	  I don't think AICc is available in a standard script.  A couple of 
years ago, I modified the stepAIC script from the MASS package to use 
AICc.  If and when I get time for this again, I plan to redo it using a 
more complete Bayesian analysis.

	  However, if you want to use AICc, you might consider modifying 
stepAIC or downloading my "stepAIC.c" from "www.prodsyse.com".  This 
code was last used under S-Plus 6.2 and would doubtless require some 
effort to make it work under R.

	  Before you do either, however, I suggest you review earlier 
discussions on this issue, especially comments by Prof. Ripley, if you 
haven't already.  You can find numerous comments by looking for "AICc", 
"AIC.c", "stepAIC.c", and "Burnham and Anderson" with RSiteSearch.

	  Buena Suerte
	  Spencer Graves

german.lopez at ua.es wrote:

> Hi,
>    I'm fitting poisson regression models to counts of birds in 
> 1x1 km squares using several environmental variables as predictors. 
> I do this in a stepwise way, using the stepAIC function. However the 
> resulting models appear to be overparametrized, since too much 
> variables were included. 
>   I would like to know if there is the possibility of fitting models 
> by steps but using the AICc instead of AIC. Or at least I wonder if it 
> would be possible to save the AIC value and number of parameters of 
> models fitted in each step and to calculate AICc afterward.
>    Help on this will be very much appreciated
>    German Lopez
> 
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-- 
Spencer Graves, PhD
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