[R] Help : glm p-values for a factor predictor

Benoît PELE benoit.pele at acoss.fr
Thu Jun 29 11:13:48 CEST 2017


Hello, 

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 
example. 

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. 
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