[R] About stepwise regression problem

Chris Mcowen chrismcowen at gmail.com
Thu Oct 6 13:36:56 CEST 2011


Why not use AIC / BIC based model selection which in this case makes more sense than artificial P-Values, and eliminates the problems of stepwise regression. For background read Burnham and anderson - multimodel selection.

Chris.


On 6 Oct 2011, at 08:14, pigpigmeow wrote:

If I used mixed model ( linear + smoothing function)

How can I used p-value to perform stepwise regression???
Is it similar of Pr(<|t|) of linear term and P-value of smoothing term but T
value of linear and F  of smoothing term? 
please help!


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