The more I think about these stars, the more it bothers me. I do not
think that they provide a useful graphical display.
1. As I already mentioned, in non-normal models, the standard
deviation can be very misleading in judging significance. The stars
should be put on a table of changes in deviance when each parameter in
turn is removed from the model.
2. Once we realize that, we see that the stars on parameters
corresponding to a factor variable are meaningless. The contrasts are
usually rather arbitrary (as Brian Ripley recently pointed out) and
variables, not individual parameters, are usually to be compared. The stars
should refer to a variable, not to a parameter.
3. Then, if we think of interactions, all stars for main effects are
meaningless because they cannot be removed without destroying the
hierarchy of the model.
  Thus, a star display seems only to make sense for a simple multiple
regression model (no factor variables and no interactions).
  Apparently my position is evolving to where I believe that the
option should be removed entirely, or implemented as a new function
based on changes in deviance.
  Jim
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request@stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

