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[FORGED] glm and stepAIC selects too many effects

On 06/06/17 18:08, Marc Girondot via R-help wrote:
IMHO there's nothing much that you can do about this.  Trying to get the 
data to select a model is always fraught with peril.

The phenomenon that you have observed has been remarked on before; see
Alan Miller's book "Subset Selection in Regression" (Chapman and Hall, 
1990), page 12 (first paragraph of section 1.4).

However you might find some of Miller's recommendations to be at least a 
*bit* useful.

cheers,

Rolf Turner