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

[Fox, John]

Hi Michael,

> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Michael
> Friendly
> Sent: Thursday, June 29, 2017 9:04 AM
> To: Benoît PELE <benoit.pele at acoss.fr>; r-help at r-project.org
> Subject: Re: [R] Help : glm p-values for a factor predictor
> 
> On 6/29/17 11:13 AM, Benoît PELE wrote:
> > 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.
> 
> What you ask is provided by anova() -- type I tests, and car::Anova() -- Type II
> & III tests.
> 
> Factors in stepwise methods must be handled specially, to allow all levels to
> be included/excluded together.  I don't know of R software that does this.

The step() function and stepAIC() in MASS both keep terms together and obey marginality.

Best,
 John

> 
> HTH
> 
> -Michael
> 
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