Hi Community R I need to make a stepwise using F statistics as a criteria to choose variables.I have 3 independant variables and one dependant variable, and I need to choose the best model fitting to my data using F statistics. The problem is I haven't found any package to do such operation. I have found packages to choose variables using significance level like "stepback" from "maSigPro" package. However, I haven't found something similar using with F-statistics. I tried grasp package as well but the documentation of this package is not clear. I read in several messages from the community that it's possible to do a stepwise using F statistics as criteria, but they don't specify how to do it, so, I would appreciate if anyone can help me with some indication about any package that could do what I need. Thanks in advance. Lucas _________________________________________________________________ us contactos? Revisa tu correo mientras conversas con tus amigos. [[alternative HTML version deleted]]
Lucas Sevilla Garc?a wrote:> Hi Community R > > I need to make a stepwise using F statistics as a criteria to choose variables.I have 3 independant variables and one dependant variable, and I need to choose the best model fitting to my data using F statistics. The problem is I haven't found any package to do such operation. I have found packages to choose variables using significance level like "stepback" from "maSigPro" package. However, I haven't found something similar using with F-statistics. I tried grasp package as well but the documentation of this package is not clear. I read in several messages from the community that it's possible to do a stepwise using F statistics as criteria, but they don't specify how to do it, so, I would appreciate if anyone can help me with some indication about any package that could do what I need. Thanks in advance. > > Lucas >Why not just postulate a model and fit it? Why the need for removing any of your variables? Stepwise variable selection requires bootstrapping for validation / stability checking. -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University