[R] Subject: glm and stepAIC selects too many effects

Ravi Varadhan ravi.varadhan at jhu.edu
Tue Jun 6 16:16:02 CEST 2017


If AIC is giving you a model that is too large, then use BIC (log(n) as the penalty for adding a term in the model).  This will yield a more parsimonious model.  Now, if you ask me which is the better option, I have to refer you to the huge literature on model selection.

Best,

Ravi

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