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abc_fis
2011 Sep 07
1
Question about model selection for glm -- how to select features based on BIC?
Hi All,
After fitting a model with glm function, I would like to do the model selection and select some of the features and I am using the "step function" as follows:
glm.fit <- glm (Y ~ . , data = dat, family = binomial(link=logit)) AIC_fitted = step(glm.fit, direction = "both")
I was wondering is there any way to select the features based on BIC rather than AIC? is there any other function that I should use?
Thanks a lot,Andra
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