R help - Dec 2005 - mle.stepwise versus step/stepAIC

Hello,

I have a question pertaining to the stepwise regression which I am trying to 
perform.  I have a data set in which I have 14 predictor variables 
accompanying my response variable.  I am not sure what the difference is 
between the function "mle.stepwise" found in the wle package and the 
functions "step" or "stepAIC"?  When would one use
"mle.stepwise" versus
"step/stepAIC"?  Other than the references in the R-software, is there
anything which discusses the use of "mle.stepwise"?

Thank you kindly in advance for any insight offered.

Jim Brindle

You could ask the author of the contributed package 'wle', which is not 
part of the `R-software'.

The documentation is minimal, but the references are all to classical 
stepwise methods such as those in package leaps, that is they select 
columns in the model matrix and _not_ terms.

On Wed, 7 Dec 2005, Jim Brindle wrote:
> Hello,
>
> I have a question pertaining to the stepwise regression which I am trying
to
> perform.  I have a data set in which I have 14 predictor variables
> accompanying my response variable.  I am not sure what the difference is
> between the function "mle.stepwise" found in the wle package and
the
> functions "step" or "stepAIC"?  When would one use
"mle.stepwise" versus
> "step/stepAIC"?  Other than the references in the R-software, is
there
> anything which discusses the use of "mle.stepwise"?
>
> Thank you kindly in advance for any insight offered.
>
> Jim Brindle

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
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