[R] model selection using logistf package

[Frank Harrell]

Stepwise variable selection without heavy penalization is invalid.
Frank

mael wrote:
> 
> Hi everyone,
> 
> I'm wondering how to select the "best" model when using logistf? AIC does
> not work neither does anova. I tried fitting a glm model but got the
> separation warning message so I tried using the logistf package but as I
> stepwise simplify the model I don't know if the simplification is
> motivated or not... Can anyone explain to me how I should approach this
> problem? I have data with y=0 and 1 and three x variables for 328
> observations.
> 
> Thanks!
> 


-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
--
View this message in context: http://r.789695.n4.nabble.com/model-selection-using-logistf-package-tp3846958p3847087.html
Sent from the R help mailing list archive at Nabble.com.