Tim Clark <mudiver1200 <at> yahoo.com> writes: > Yes, I have read about the problems with stepwise algorithms and am looking for a valid alternative to > narrowing down models when you have a lot of data and a large number of variables your interested in. > Tim,
This is not an answer to your problem, but a comment. One of the popular sites discussing problems with stepwise algorithms is http://www.stata.com/support/faqs/stat/stepwise.html which is based on Frank Harrell's comments. After listing ten major problems with stepwise algorithms it adds: "“All possible subsets” regression solves none of these problems." Intriguing discussions may loom round the corner... Cheers, Jari Oksanen ______________________________________________ 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.
