[R] stepwise in svyglm???

Thomas Lumley tlumley at uw.edu
Wed Jul 25 19:52:58 CEST 2012


On Tue, Jul 24, 2012 at 2:48 PM, Diana Marcela Martinez Ruiz
<dianammr06 at hotmail.com> wrote:
> Hello,
>
> I want to know how to perform stepwise elimination of variables to svyglm
>

If that's actually what you want to do (which as Frank points out, it
probably isn't), you'll have to do it by hand.

The function step() uses AIC. As far as I know, no-one has yet
constructed valid analogues of AIC,BIC,CIC, ... under complex sampling
(Alastair Scott and I are looking into it), so p-values are the only
option, making the process even less useful.

   - thomas

-- 
Thomas Lumley
Professor of Biostatistics
University of Auckland



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