Stepwise regression without proper penalization is invalid. Frank Pablo wrote > > I'm manually doing a form of stepwise regression in a mixed model but with > many variables, it is time consuming. I thought I'd try to use an > automated approach. stepAIC gave me false convergence when I used it with > my model, so I thought it can't be hard to set up a basic program to do it > based on the p-values. Thus I tried a couple of (very) crude options: > > 1) trying to 'multiply' my 40 terms by a vector of length 40 of 1's (some > of which would then become 0's so that the term would be effectively > eliminated in the model). This didn't work as lme didn't recognise the > vector. > 2) setting the term I wished to drop to a column of 0's so it couldn't be > used in the analysis, but this created a singularity which then stopped > lme from working.... > > Hmm, perhaps I should abandon such abominations ... does anyone have some > advice on how I might get such a crude method working or must I turn back > and fight with stepAIC? > > Thank you! >
----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/Stepwise-in-lme-tp4224724p4225391.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.