Nathan Leon Pace, MD, MStat wrote:> In a generalized linear model with k covariates, there are 2(kth power) - 1
> possible models (excluding interactions).
>
> Awhile ago a posting to R-help suggested Model Selection and Multimodel
> Inference, 2nd ed, by Burnham and Anderson as a good source for
> understanding model selection. They recommend (page 71) computing AIC
> differences over all candidate models in the set of possible models.
>
> After looking at the help page for stepAIC and checking MASS, I am not
> certain which AICs are estimated by stepAIC.
>
> Comments will be appreciated.
>
> Nathan
Nathan,
If we were analyzing a randomized experiment with 10 treatment groups
would we report an unadjusted P-value from a t-test comparing treatments
1,3,4,6 with treatments 2,5,7,8,9,10 where a stepwise process used the
response variable to group the treatments? Would we even try to
collapse the treatments into groups (i.e., drop some of the 9 dummy
variables)?
Cheers,
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University