[R] Help : glm p-values for a factor predictor
benoit.pele at acoss.fr
Thu Jun 29 11:13:48 CEST 2017
i am a newby on R and i am trying to make a backward selection on a
binomial-logit glm on a large dataset (69000 lines for 145 predictors).
After 3 days working, the stepAIC function did not terminate. I do not
know if that is normal but i would like to try computing a "homemade"
backward with a repeated glm ; at each step, the predictor with the max
pvalue would be excluded until reaching a set of 20 predictors for
My question is about the factor predictors with several levels. R provides
only the pvalues for each level whereas i need an overall pvalue for
testing the predictor.
On internet, the only solution i found suggests to compute a Khi2
log-likelihood test between the complete model and the model without the
factor predictor to emphasize its relevance.
Do you know other ways? Another R package managing this kind of issue?
Thank you and best regards, Benoit.
[[alternative HTML version deleted]]
More information about the R-help