R help - Sep 2011 - model selection using logistf package

Hi everyone,

I'm wondering how to select the "best" model when using logistf?
AIC does
not work neither does anova. I tried fitting a glm model but got the
separation warning message so I tried using the logistf package but as I
stepwise simplify the model I don't know if the simplification is motivated
or not... Can anyone explain to me how I should approach this problem? I
have data with y=0 and 1 and three x variables for 328 observations.

Thanks!

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Stepwise variable selection without heavy penalization is invalid.
Frank

mael wrote:
> 
> Hi everyone,
> 
> I'm wondering how to select the "best" model when using
logistf? AIC does
> not work neither does anova. I tried fitting a glm model but got the
> separation warning message so I tried using the logistf package but as I
> stepwise simplify the model I don't know if the simplification is
> motivated or not... Can anyone explain to me how I should approach this
> problem? I have data with y=0 and 1 and three x variables for 328
> observations.
> 
> Thanks!
> 

-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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