stepAIC
stepAIC is support software for MASS4. There is an example in the book of it doing what you claim it cannot do. So do look it up and see what your mistake was.
On Tue, 20 May 2003, array chip wrote:
I tried to use stepAIC for a cox proportional model (30 independent variables) built by coxph. I found that no matter whether I used direction="forward" or direction="backward" as an option in stepAIC, I alweays got exactly the same output, i.e. it seems only backward selection was performed (eliminate 1 variable at a time). why did it happen like this? or for cox model, stepAIC can only perform backward selection?
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