[R] Stepwise selection with qAIC and qBIC
Xochitl CORMON
Xochitl.Cormon at ifremer.fr
Wed Aug 28 17:34:51 CEST 2013
Dear list,
I am currently working with presence/absence GLM. Therefore I am using
binomial family and selection my models this way :
null <- glm(respvarPAT ~ 1 , family = binomial, data = datafit)
full <- glm(respvarPAT ~ CSpp + FSpp + Gpp + Mpp + Ppp + Lpp + TempPoly2
+ DepthPoly2 + DepthPoly3 , family = binomial, data = datafit)
model1 <- stepAIC(full, scope = list(lower = null, upper = full),
direction = "backward") #AIC backward
model2 <- stepAIC(full, scope = list(lower = null, upper = full),
direction = "backward", k=log(nobs(full))) #BIC backward
model3 <- stepAIC(null, scope = list(lower = null, upper = full),
direction = "forward") #AIC forward
model4 <- stepAIC(null, scope = list(lower = null, upper = full),
direction = "forward", k=log(nobs(full))) #BIC forward
model5 <- stepAIC(null, scope = list(lower = null, upper = full),
direction = "both") #AIC both
model6 <- stepAIC(null, scope = list(lower = null, upper = full),
direction = "both", k=log(nobs(full))) #BIC both
Every model generated are actually identical being :
glm(formula = respvarPAT ~ DepthPoly2 + DepthPoly3 + Gpp + Mpp +
TempPoly2 + Lpp, family = binomial, data = datafit)
This worked pretty good for the last set of explanatory variables I used
however for these ones I have a bit of overdispersion problem.
Dispersion parameter for more complex model(full) being : 7.415653.
I looked into literature and found out that I should use qAIC and qBIC
for selection. Thus my former stepwise selection is biased as using AIC
and BIC (binomial family).
My question is to know if there is way to change the k parameter in
stepAIC in order to get quasi criterion. If not is there a way to
automatize the selection using this criterion and having the dispersion
parameter, customizing stepAIC function for example? Unfortunately I am
reaching here my abilities in statistics and programming and cannot
figure out if what I want to do is doable or not.
Thank you for your help,
Regards,
Xochitl C.
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Xochitl CORMON
+33 (0)3 21 99 56 84
Doctorante en sciences halieutiques
PhD student in fishery sciences
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IFREMER
Centre Manche Mer du Nord
150 quai Gambetta
62200 Boulogne-sur-Mer
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