[R] [OFF] stepwise using REML???

[Ronaldo Reis Jr.]

Hi,

I know that is not possible make a stepwise procedure using REML in R, I can 
use ML for this.

For nested design it may be very dangerous due the difference in variance 
structure, mainly in a splitplot design. ML make significative variables that 
REML dont make.

I read an article that is made a stepwise procedure using GENSTAT.

from article:
"Terms were dropped from a model in a stepwise procedure by assessing the 
change in deviance between the full model and the submodel."

All are made using REML.

It is possible?! I dont know GENSTAT.

Thanks
Ronaldo
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