[R] Is there any package or function perform stepwise variable selection under GEE method?

Frank Harrell f.harrell at vanderbilt.edu
Thu Sep 2 14:16:28 CEST 2010


The absence of stepwise methods works to your advantage, as these 
yield invalid statistical inference and inflated regression 
coefficients.

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

On Thu, 2 Sep 2010, 黃敏慈 wrote:

> Hi ,
>
> I use library(gee),library(geepack),library(yags) perform GEE data analysis
> , but all of them cannot do variable selection!
>
> Both step and stepAIC can do variable selection based on AIC criterion under
> linear regression and glm,
>  but they  cannot work when model is based on GEE.
>
> I want to ask whether any variable selection function or package under GEE
> model avaliable now?
> Thanks!
>
> Best,
>
> 	[[alternative HTML version deleted]]
>
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