Re: [R] Stepwise model comparisons for mlogit

2011-06-20 Thread Joshua Wiley
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 sh

[R] Stepwise model comparisons for mlogit

2011-06-20 Thread Merlin, Louis
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 se