Re: [R] Implementing step-wise linear regression

2011-01-24 Thread Bert Gunter
FWIW, I think it fair to say that modern statistical practice generally views stepwise regression as a bad idea, especially in the hands of non-experts lke yourself. The procedures you describe are "dangerous": they have an uncomfortably high chance of choosing the wrong variables and leading to wi

Re: [R] Implementing step-wise linear regression

2011-01-24 Thread Ben Bolker
Tal Galili gmail.com> writes: > > Hello Troy. > > A tiny question (without answering your question), why did you choose to do > it this way instead of using > ?step > or > ?stepAIC > > ? [snip snip] > > My questions are: > > > > Should I be using var.test to run the F-test to decide which

Re: [R] Implementing step-wise linear regression

2011-01-24 Thread Tal Galili
Hello Troy. A tiny question (without answering your question), why did you choose to do it this way instead of using ?step or ?stepAIC ? Best, Tal Contact Details:--- Contact me: tal.gal...@gmail.com | 972-52-7275845 Read me:

[R] Implementing step-wise linear regression

2011-01-23 Thread Troy S
Dear R fans, I am trying to do step-wise linear regression using the F-test to decide which variables to admit. Ewout Steyerberg suggests using the F-test for this purpose. I first build a model using no variables using lm(y ~ 1) and then using one variable that is a strong predictor using lm(y