mle.stepwise versus step/stepAIC
You could ask the author of the contributed package 'wle', which is not part of the `R-software'. The documentation is minimal, but the references are all to classical stepwise methods such as those in package leaps, that is they select columns in the model matrix and _not_ terms.
On Wed, 7 Dec 2005, Jim Brindle wrote:
Hello, I have a question pertaining to the stepwise regression which I am trying to perform. I have a data set in which I have 14 predictor variables accompanying my response variable. I am not sure what the difference is between the function "mle.stepwise" found in the wle package and the functions "step" or "stepAIC"? When would one use "mle.stepwise" versus "step/stepAIC"? Other than the references in the R-software, is there anything which discusses the use of "mle.stepwise"? Thank you kindly in advance for any insight offered. Jim Brindle
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595