I've just realised that this is a very silly post as I can't read!!! The
output in the "anova" is the excluded variables - very sorry!
Laura
2009/11/30 Laura Bonnett <l.j.bonn...@googlemail.com>
> Dear all,
>
> I have decided after much deliberation to use backward elimination and
> forward selection to produce a multivariate model. Having read about the
> problems with choosing selection values I have chosen to base my decisions
> of inclusion and exclusion on the AIC and am consequently using the stepAIC
> function. This post however does not relate to whether or not this is the
> correct decision!
>
> I am interested in determining what the p-value was when a particular
> variable was taken out of the model. If I choose trace=TRUE then I
> obviously can see each step of the elimination process together with the AIC
> and the degrees of freedom for each variable and for the null model. When
> the stepwise process is complete it is possible to call the "anova" value
> which shows deviances and assocaited degrees of freedoms for variables left
> in the model. Therefore I could use this information to calculate
> p-values. However, is it possible to do the same for the varaibles which
> were thrown out of the model?
>
> There doesn't seem to be any literature on how to use AICs to get p-values
> as the distribution isn't quite a chi-squared one. Does anyone therefore
> know how I can determine the p-value for a variable when it was taken out of
> the model?
>
> Thank you,
>
> Laura
>
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