[R] can I do this with R?

[Frank E Harrell Jr]

Smita Pakhale wrote:
> Hi Maria,
> 
> But why do you want to use forwards or backwards
> methods? These all are 'backward' methods of modeling.
> Try using AIC or BIC. BIC is much better than AIC.
> And, you do not have to believe me or any one else on
> this. 

How does that help?  BIC gives too much penalization in certain 
contexts; both AIC and BIC were designed to compare two pre-specified 
models.  They were not designed to fix problems of stepwise variable 
selection.

Frank

> 
> Just make a small data set with a few variables with
> known relationship amongst them. With this simulated
> data set, use all your modeling methods: backwards,
> forwards, AIC, BIC etc and then see which one gives
> you a answer closest to the truth. The beauty of using
> a simulated dataset is that, you 'know' the truth, as
> you are the 'creater' of it!
> 
> smita
> 
> --- Charilaos Skiadas <cskiadas at gmail.com> wrote:
> 
>> A google search for "logistic regression with
>> stepwise forward in r"  
>> returns the following post:
>>
>>
> https://stat.ethz.ch/pipermail/r-help/2003-December/043645.html
>> Haris Skiadas
>> Department of Mathematics and Computer Science
>> Hanover College
>>
>> On May 28, 2008, at 7:01 AM, Maria wrote:
>>
>>> Hello,
>>> I am just about to install R and was wondering
>> about a few things.
>>> I have only worked in Matlab because I wanted to
>> do a logistic  
>>> regression. However Matlab does not do logistic
>> regression with  
>>> stepwiseforward method. Therefore I thought about
>> testing R. So my  
>>> question is
>>> can I do logistic regression with stepwise forward
>> in R?
>>> Thanks /M
>> ______________________________________________
>

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University