[R] automatic exploration of all possible loglinear models?

[Frank E Harrell Jr]

Dieter Menne wrote:
> Christopher W. Ryan <cryan <at> binghamton.edu> writes:
> 
>> Is there a way to automate fitting and assessing loglinear models for
>> several nominal variables . . . something akin to step or drop1 or add1
>> for linear or logistic regression?
> 
> Not strictly for loglinear, but glm works with stepAIC. Make sure that 
> in the field you are working this approach is an accepted ritual.
> 
> Dieter
> 

Dieter was kind.  I would say the following: Make sure your colleagues 
are interested in non-reproducible results, overfitting, incorrect 
P-values, and incorrect confidence limits before proceeding.

Frank


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