Hello, I want to know how to perform stepwise elimination of variables to svyglm thanks [[alternative HTML version deleted]]
Stepwise variable selection is invalid in this context. Frank Diana Marcela Martinez Ruiz wrote> > Hello, > > I want to know how to perform stepwise elimination of variables to svyglm > > thanks > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@ 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. >----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/stepwise-in-svyglm-tp4637679p4637680.html Sent from the R help mailing list archive at Nabble.com.
... which begs the question: In what context is it valid? ;-) -- Bert On Tue, Jul 24, 2012 at 3:00 PM, Frank Harrell <f.harrell at vanderbilt.edu> wrote:> Stepwise variable selection is invalid in this context. > Frank > > Diana Marcela Martinez Ruiz wrote >> >> Hello, >> >> I want to know how to perform stepwise elimination of variables to svyglm >> >> thanks >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@ 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. >> > > > > > ----- > Frank Harrell > Department of Biostatistics, Vanderbilt University > -- > View this message in context: http://r.789695.n4.nabble.com/stepwise-in-svyglm-tp4637679p4637680.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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.-- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
On Tue, Jul 24, 2012 at 2:48 PM, Diana Marcela Martinez Ruiz <dianammr06 at hotmail.com> wrote:> Hello, > > I want to know how to perform stepwise elimination of variables to svyglm >If that's actually what you want to do (which as Frank points out, it probably isn't), you'll have to do it by hand. The function step() uses AIC. As far as I know, no-one has yet constructed valid analogues of AIC,BIC,CIC, ... under complex sampling (Alastair Scott and I are looking into it), so p-values are the only option, making the process even less useful. - thomas -- Thomas Lumley Professor of Biostatistics University of Auckland