[R] how do remove those predictor which have p value greater than 0.05 in GLM?

[David Winsemius]

On Nov 22, 2010, at 5:10 PM, shubha wrote:

>
> Thanks for the response, Frank.
> I am not saying that I want to delete a variables because of p>0.5.

Presumably that was meant to be p > 0.05

> But my
> concern was: I am using backward stepwise logistic regression, it  
> keeps the
> variables in the final model if the variable significantly  
> contributing in
> the model.

Isn't that what backwards selection does?

> Otherwise, it should not be in the final model.

You're sure? How did you arrive at that conclusion?

> Using other software, they give correct results.

Correct? Please describe your standards for correctness.

> But R, did not. I want
> those variables if p<0.05, otherwise exclude from the model.

But you said above that was _not_ what you wanted. I'm confused about  
your posture here.

> If you include
> that variables, it will affect the Log likelihood ratio and AIC.

Yes, perhaps it will, ...  so is the standard a p-value or is a  
penalized penalized estimate? When you  toss out a variable, you are  
deluding yourself to then later ignore that act of deletion when  
specifying your degrees of freedom for the multiple hypothesis testing  
effort you have conducting.

> I want to
> change a P-value criterion <=0.05 in the model.  Any suggestions.

More reading. Less reliance on canned software.


> thanks
>
> -- 


David Winsemius, MD
West Hartford, CT