黃敏慈
2010-Sep-02 09:16 UTC
[R] Is there any package or function perform stepwise variable selection under GEE method?
Hi , I use library(gee),library(geepack),library(yags) perform GEE data analysis , but all of them cannot do variable selection! Both step and stepAIC can do variable selection based on AIC criterion under linear regression and glm, but they cannot work when model is based on GEE. I want to ask whether any variable selection function or package under GEE model avaliable now? Thanks! Best, [[alternative HTML version deleted]]
Frank Harrell
2010-Sep-02 12:16 UTC
[R] Is there any package or function perform stepwise variable selection under GEE method?
The absence of stepwise methods works to your advantage, as these yield invalid statistical inference and inflated regression coefficients. Frank E Harrell Jr Professor and Chairman School of Medicine Department of Biostatistics Vanderbilt University On Thu, 2 Sep 2010, ??? wrote:> Hi , > > I use library(gee),library(geepack),library(yags) perform GEE data analysis > , but all of them cannot do variable selection! > > Both step and stepAIC can do variable selection based on AIC criterion under > linear regression and glm, > but they cannot work when model is based on GEE. > > I want to ask whether any variable selection function or package under GEE > model avaliable now? > Thanks! > > Best, > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >