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deltafit
2002 Apr 01
0
something confusing about stepAIC
...) then fits a
number of submodels, computing for each some measure DeltaFit of the
relative change in goodness of fit. It then returns to stepAIC() with some
indication of which submodel is best. addterm.glm behaves similarly. The
problem is, both functions use the submodel deviances to compute the
DeltaFits, not the submodel AICs, even though these are available for at
least the poisson, binomial and negbin families. The step() function works
much the same way.
Is this behaviour correct? It is not obvious to me that the deviance-based
criteria will produce the same sequence of steps as the AIC criter...