[R] Stepwise logistic regression with significance testing - stepAIC
3.14david at gmail.com
Wed May 6 02:26:47 CEST 2009
Didn't a 2008 paper by Austin in J Clin Epidemiol show that bootstrapping was
just as bad as backward stepwise regression for finding the true predictors?
Dimitris Rizopoulos-4 wrote:
> Greg Snow wrote:
>> There is not a meaningful alternative way since the way you propose is
>> not meaningful. The Wald tests have some know problems even in the well
>> defined cases. Both types of tests are designed to test a predefined
>> hypothesis, not a conditional hypothesis on the stepwise procedure. It
>> is best to use other approaches than stepwise selection (it has been
>> shown to give biased results) such as the lasso. If you need to use
>> stepwise, then you should bootstrap the entire selection process to get
>> better estimates/standard errors.
> For bootstrapping the stepAIC procedure you may have a look at package
>> Frank Harrell's book and package go into more detail on this and provide
>> some tools to help (as well as the other packages that can be used).
>> Hope this helps,
> Dimitris Rizopoulos
> Assistant Professor
> Department of Biostatistics
> Erasmus University Medical Center
> Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands
> Tel: +31/(0)10/7043478
> Fax: +31/(0)10/7043014
> R-help at r-project.org mailing list
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
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