Didn't a 2008 paper by Austin in J Clin Epidemiol show that bootstrapping was just as bad as backward stepwise regression for finding the true predictors?
http://xrl.in/26em Dimitris Rizopoulos-4 wrote: > > Greg Snow wrote: >> There is not a meaningful alternative way since the way you propose is >> not meaningful. The Wald tests have some know problems even in the well >> defined cases. Both types of tests are designed to test a predefined >> hypothesis, not a conditional hypothesis on the stepwise procedure. It >> is best to use other approaches than stepwise selection (it has been >> shown to give biased results) such as the lasso. If you need to use >> stepwise, then you should bootstrap the entire selection process to get >> better estimates/standard errors. > > For bootstrapping the stepAIC procedure you may have a look at package > bootStepAIC. > > Best, > Dimitris > > >> Frank Harrell's book and package go into more detail on this and provide >> some tools to help (as well as the other packages that can be used). >> >> Hope this helps, >> > > -- > Dimitris Rizopoulos > Assistant Professor > Department of Biostatistics > Erasmus University Medical Center > > Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands > Tel: +31/(0)10/7043478 > Fax: +31/(0)10/7043014 > > ______________________________________________ > 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. > > -- View this message in context: http://www.nabble.com/Stepwise-logistic-regression-with-significance-testing---stepAIC-tp23388859p23398154.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.
