[R] Forward selection peculiarity
ricefan81
kanej at stat.wisc.edu
Mon Nov 9 04:08:21 CET 2009
Hi all,
I'm using the mle.stepwise function in the wle package to run forward
selection. My statistical background tells me that the first variable
selected should be the one with the highest correlation with the response,
however that's not the case. The two highest correlations with the response
are "similar" (0.86 and 0.89) however the forward selection selects the
variable with 0.86 correlation first and then in the next step chooses the
variable with correlation 0.89.
Any thoughts on this? Is is this some type of bug in the function or
package?
Thanks
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