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<DIV><FONT face=Arial size=2>Dear R list members,</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>I'd like to know whether the AIC statistic used by
step( ) in R is suitable for selecting GLM models with gamma error distribution
and log link function.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>A statistician friend of mine (S plus user) said me
to take care because in gamma distribution phi (scale?) is not constant. Also in
step( ) help page is written that "there is a potential problem in using glm
fits with a variable scale as in that case the deviance is not simply related to
the maximized log-likelihood".</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>If it's not the most appropriated way to select the
model, which would be the best way to perform the selection?</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Thanks,</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV>
<DIV><FONT face=Arial size=2>Antônio Olinto</FONT></DIV>
<DIV><FONT face=Arial size=2>Fisheries Institute</FONT></DIV>
<DIV><FONT face=Arial size=2>Sao Paulo - BRAZIL</FONT></DIV>
<DIV><FONT face=Arial size=2><A
href="http://www.institutopesca.sp.gov.br">www.institutopesca.sp.gov.br</A></FONT></DIV></DIV>
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