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2007 Sep 17
1
Stepwise logistic model selection using Cp and BIC criteria
Hi,
Is there any package for logistic model selection using BIC and Mallow's Cp
statistic? If not, then kindly suggest me some ways to deal with these
problems.
Thanks.
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2011 Nov 29
0
Any function\method to use automatically Final Model after bootstrapping using boot.stepAIC()
...f(n, -3, 3)
x2 <- runif(n, -3, 3)
x3 <- runif(n, -3, 3)
x4 <- runif(n, -3, 3)
x5 <- factor(sample(letters[1:2], n, rep = TRUE))
eta <- 0.1 + 1.6 * x1 - 2.5 * as.numeric(as.character(x5) == levels(x5)[1])
y1 <- rbinom(n, 1, plogis(eta))
data <- data.frame(y1,x1, x2, x3, x4, x5)
glmFit1 <- glm(y1 ~ x1 + x2 + x3 + x4 + x5, family = binomial, data = data)
bglmfit <- boot.stepAIC(glmFit1, data, B = 50)
bglmfit
In the summary of Bootstrapping the 'stepAIC()' procedure, Following
information is listed:
Initial Model:
y1 ~ x1 + x2 + x3 + x4 + x5
Final Model:
y1 ~ x1 + x5...