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
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