Stepwise variable selection without heavy penalization is invalid. Frank mael wrote: > > Hi everyone, > > I'm wondering how to select the "best" model when using logistf? AIC does > not work neither does anova. I tried fitting a glm model but got the > separation warning message so I tried using the logistf package but as I > stepwise simplify the model I don't know if the simplification is > motivated or not... Can anyone explain to me how I should approach this > problem? I have data with y=0 and 1 and three x variables for 328 > observations. > > Thanks! >
----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/model-selection-using-logistf-package-tp3846958p3847087.html Sent from the R help mailing list archive at Nabble.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.
