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Forward stepwise procedure w/ stepAIC
3 messages · MZodet@ahrq.gov, Spencer Graves, Brian Ripley
What's "m1"? Is it a fit to a ~1? I've used my own modification of stepAIC many times preceeded by "m1 <- lm(y~1, data=...)", and it has worked fine for me. hth. spencer graves
MZodet at ahrq.gov wrote:
I'm attempting to select a model using stepAIC. I want to use a forward selection procedure. I have specified a "scope" option, but must not be understanding how this works. My results indicate that the procedure begins and ends with the "full" model (i.e., all 17 independent variables)...not what I expected. Could someone please point out what I'm not understanding? My code is below. Thanks. Marc
m1.stepFwd <- stepAIC(m1, direction="forward",
+ scope=list(upper=~age.refc.fo + dusz.cat.fo +
+ ed.du.f + emp.ref.f + geodist3.f + has.fone.f +
+ healthdu.f + help.du.f + inc.ref.f + maj.act.f +
+ marryref.f + msa.stat.f + regionrf.f + r.e.ref.f +
+ sex.ref.f + type.psu.f + urb.stat.f, lower=~1))
Start: AIC= 4752.19
response ~ age.refc.fo + dusz.cat.fo + ed.du.f + emp.ref.f +
geodist3.f + has.fone.f + healthdu.f + help.du.f + inc.ref.f +
maj.act.f + marryref.f + msa.stat.f + regionrf.f + r.e.ref.f +
sex.ref.f + type.psu.f + urb.stat.f
m1.stepFwd$anova
Stepwise Model Path
Analysis of Deviance Table
Initial Model:
response ~ age.refc.fo + dusz.cat.fo + ed.du.f + emp.ref.f +
geodist3.f + has.fone.f + healthdu.f + help.du.f + inc.ref.f +
maj.act.f + marryref.f + msa.stat.f + regionrf.f + r.e.ref.f +
sex.ref.f + type.psu.f + urb.stat.f
Final Model:
response ~ age.refc.fo + dusz.cat.fo + ed.du.f + emp.ref.f +
geodist3.f + has.fone.f + healthdu.f + help.du.f + inc.ref.f +
maj.act.f + marryref.f + msa.stat.f + regionrf.f + r.e.ref.f +
sex.ref.f + type.psu.f + urb.stat.f
Step Df Deviance Resid. Df Resid. Dev AIC
1 NA NA 5311 4660.192 4752.192
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It starts with the initial model you gave it, which contains all your
explanatory variables already. You presumably wanted to use a simpler
model to start with. As in:
Arguments:
object: an object representing a model of an appropriate class. This
is used as the initial model in the stepwise search.
On Wed, 18 Jun 2003 MZodet at ahrq.gov wrote:
I'm attempting to select a model using stepAIC. I want to use a forward selection procedure. I have specified a "scope" option, but must not be understanding how this works. My results indicate that the procedure begins and ends with the "full" model (i.e., all 17 independent variables)...not what I expected. Could someone please point out what I'm not understanding?
[output snipped]
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