Hi,

I'm doing research with biodata where I'm trying to predict disease state
from many biomarkers. Unfortunately it's not a common disease, so the
sample size is small. When I run the model as a glm, it has separation
issues.

Consequently, I ran the model using logistf with no problems. Now, however,
I want to use the stepAIC function, but it doesn't recognize logistf as an
lm or glm object. What I'm wondering is if there's a way to still do
stepAIC with this package. Can I just convert the logistf results to a glm
object? Is there already a function that is able to work with this package?

I've seen that someone asked a similar question here:

http://r.789695.n4.nabble.com/model-selection-using-logistf-package-td3846958.html

That question was answered, but the response didn't have much of an
explanation and I'm not sure that it would apply with AIC selection.

Thanks in advance for the help!

Dustin

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