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9.70625
2013 Mar 19
1
How to automate this model selection algorithm?
I've got a complicated semi-parametric model that I'm fitting with
mgcv. I start with a model based on theory. Its got lots of
interaction terms. I want to winnow it down: removing each interaction
term or un-interacted main effect one by one, checking the AIC, and
retaining the model that gives me the lowest AIC. I then want to repeat
the procedure on the retained model.
Here is