[R] Forward stepwise procedure w/ stepAIC

Spencer Graves spencer.graves at pdf.com
Wed Jun 18 16:21:51 CEST 2003


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
> 
> 
> 
>  
> 
>  
> 
> 
> 	[[alternative HTML version deleted]]
> 
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