R help - Nov 2005 - model selection with step function

Hello,

I have a doubt in using the function step (step wise) to select glm models.

Usually I apply the gamma distribution to analyze fishery data. To select the
terms I use a routine where I first compare single term models to the null model
(eg. U~1 vs. U~depth; U~1 vs. U~latitude; etc. ? where U= abundance) and, by
means of the result given by a likelihook function applied for each comparison,
I select the ?strongest? effect, let?s say depth. Then I run a new step
comparing the U~depth vs. U~depth+latitude; U~depth vs. U~depth+... etc. Making
this way I put the terms in ?magnitude? order.

I tried to make a gaussian model using the step(glm.model) function to select
the terms but I saw that in the output table given by anova(glm.model) the
selected terms kept the original order.

Is it possible to have the terms in the model rearranged, as in my example?

Thanks for any help. I read Chambers and Hastie?s ?Statistical Models in S?,
Venables and Ripley ?Modern Applied Statistics? and, of course, R help but I
couldn?t get the trick.

Antonio

--
Biologist
Sao Paulo Fisheries Institute



-------------------------------------------------
WebMail Bignet - O seu provedor do litoral
www.bignet.com.br

Antonio Olinto wrote:
> Hello,
> 
> I have a doubt in using the function step (step wise) to select glm models.
> 
> Usually I apply the gamma distribution to analyze fishery data. To select
the
> terms I use a routine where I first compare single term models to the null
model
> (eg. U~1 vs. U~depth; U~1 vs. U~latitude; etc. ? where U= abundance) and,
by
> means of the result given by a likelihook function applied for each
comparison,
> I select the ?strongest? effect, let?s say depth. Then I run a new step
> comparing the U~depth vs. U~depth+latitude; U~depth vs. U~depth+... etc.
Making
> this way I put the terms in ?magnitude? order.
> 
> I tried to make a gaussian model using the step(glm.model) function to
select
> the terms but I saw that in the output table given by anova(glm.model) the
> selected terms kept the original order.
> 
> Is it possible to have the terms in the model rearranged, as in my example?
> 
> Thanks for any help. I read Chambers and Hastie?s ?Statistical Models in
S?,
> Venables and Ripley ?Modern Applied Statistics? and, of course, R help but
I
> couldn?t get the trick.
> 
I don't know if this will get you there, but

1. I would use stepAIC in package MASS;
2. set argument trace = TRUE;
3. think very hard about the interpretation of the model;
4. read also Frank Harrell's "Regression Modeling Strategies".

Peter

> Antonio
> 
> --
> Biologist
> Sao Paulo Fisheries Institute
> 
> 
> 
> -------------------------------------------------
> WebMail Bignet - O seu provedor do litoral
> www.bignet.com.br
> 
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-- 
Peter Ehlers
Department of Mathematics and Statistics
University of Calgary, 2500 University Dr. NW       ph: 403-220-3936
Calgary, Alberta  T2N 1N4, CANADA                  fax: 403-282-5150