[R] stepwise in svyglm???

Thomas Lumley tlumley at uw.edu
Wed Jul 25 19:52:58 CEST 2012

On Tue, Jul 24, 2012 at 2:48 PM, Diana Marcela Martinez Ruiz
<dianammr06 at hotmail.com> wrote:
> Hello,
> I want to know how to perform stepwise elimination of variables to svyglm

If that's actually what you want to do (which as Frank points out, it
probably isn't), you'll have to do it by hand.

The function step() uses AIC. As far as I know, no-one has yet
constructed valid analogues of AIC,BIC,CIC, ... under complex sampling
(Alastair Scott and I are looking into it), so p-values are the only
option, making the process even less useful.

   - thomas

Thomas Lumley
Professor of Biostatistics
University of Auckland

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