I'm manually doing a form of stepwise regression in a mixed model but with
many variables, it is time consuming. I thought I'd try to use an
automated approach. stepAIC gave me false convergence when I used it with
my model, so I thought it can't be hard to set up a basic program to do it
based on the p-values. Thus I tried a couple of (very) crude options:
1) trying to 'multiply' my 40 terms by a vector of length 40 of 1's (some
of which would then become 0's so that the term would be effectively
eliminated in the model). This didn't work as lme didn't recognise the
vector.
2) setting the term I wished to drop to a column of 0's so it couldn't be
used in the analysis, but this created a singularity which then stopped
lme from working....
Hmm, perhaps I should abandon such abominations ... does anyone have some
advice on how I might get such a crude method working or must I turn back
and fight with stepAIC?
Thank you!