Hi Louis, It seems to me that the easiest way to accomplish what you want is to just define an extractAIC method for objects of class "mlogit". I am not familiar with multinomial logistic models, so this may not be correct (I am especially uncertain about the degrees of freedom I used), but it should get you close. You just need to edit the formula to be correct and then step(), etc. should all work.
extractAIC.mlogit <- function (fit, scale = 0, k = 2, ...) { n <- length(fit$residuals) edf <- length(fit$coefficients) aic <- (-2 * fit$logLik) + k + edf c(edf, aic + (k - 2) * edf) } You can also look at: require(MASS) ?stepAIC Hope this helps, Josh On Mon, Jun 20, 2011 at 12:36 PM, Merlin, Louis <lmer...@email.unc.edu> wrote: > I am trying to perform a backwards stepwise variable selection with an mlogit > model. The usual functions, step(), drop1(), and dropterm() do not work for > mlogit models. > > > > Update() works but I am only able to use it manually, i.e. I have to type in > each variable I wish to remove by hand on a separate line. > > > > My goal is to write some code that will systematically remove a certain set > of variables one at a time and compare the AIC of each alternative model. > > > > i.e.: > > > > famodel1.mn <- mlogit(Chosen ~ 0 + q23_wt + park_avg + walk_avg + aesth_avg + > Length + ln_ps, data = data.mn) > > I wish to remove each of "q23_wt", "park_avg", "walk_avg" and "aesth_avg" one > at a time from the above model, without having to type each version manually. > > > > Louis Merlin > > > > > > > > ________________________________ > > Mr. Louis Merlin, AICP > > Doctoral Student > > UNC CH Department of City and Regional Planning > > [[alternative HTML version deleted]] Per the posting guide, please post in plain text, not HTML. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Joshua Wiley Ph.D. Student, Health Psychology University of California, Los Angeles http://www.joshuawiley.com/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.