It might help if you provided the code you used. It's possible that you didn't use direction="backward" in stepAIC(). Or if you did, it was still running, so whatever else you try will still be slow. The statement "R provides only the pvalues for each level" is wrong: look at the anova() function.
Bob On 29 June 2017 at 11:13, Benoît PELE <benoit.p...@acoss.fr> wrote: > Hello, > > i am a newby on R and i am trying to make a backward selection on a > binomial-logit glm on a large dataset (69000 lines for 145 predictors). > > After 3 days working, the stepAIC function did not terminate. I do not > know if that is normal but i would like to try computing a "homemade" > backward with a repeated glm ; at each step, the predictor with the max > pvalue would be excluded until reaching a set of 20 predictors for > example. > > My question is about the factor predictors with several levels. R provides > only the pvalues for each level whereas i need an overall pvalue for > testing the predictor. > > On internet, the only solution i found suggests to compute a Khi2 > log-likelihood test between the complete model and the model without the > factor predictor to emphasize its relevance. > > Do you know other ways? Another R package managing this kind of issue? > > Thank you and best regards, Benoit. > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Bob O'Hara NOTE NEW ADDRESS!!! Institutt for matematiske fag NTNU 7491 Trondheim Norway Mobile: +49 1515 888 5440 Journal of Negative Results - EEB: www.jnr-eeb.org ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
