Frank E Harrell Jr <f.harrell <at> Vanderbilt.Edu> writes: > > Please read the large number of notes in the e-mail archive about the > invalidity of such modeling procedures. > > Frank >
I'm curious: do you have an objection to multi-model averaging a la Burnham, Anderson, and White (as implemented in the MuMIn package)? i.e., *not* just picking the best model, and *not* trying to interpret statistical significance of particular coefficients, but trying to maximize predictive capability by computing the AIC values of many candidate models and weighting predictions accordingly (and incorporating among-model variation when computing prediction uncertainty)? (I would look for the answer in your book, but I have lost my copy by loaning it out & haven't got a new one yet ...) ______________________________________________ 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.
