Description Usage Arguments Details Value Note References See Also Examples
Performs stepwise model selection by AIC.
1 2 3 4 
object 
an object representing a model of an appropriate class. This is used as the initial model in the stepwise search. 
scope 
defines the range of models examined in the stepwise search.
This should be either a single formula, or a list containing
components 
scale 
used in the definition of the AIC statistic for selecting the models,
currently only for 
direction 
the mode of stepwise search, can be one of 
trace 
if positive, information is printed during the running of

keep 
a filter function whose input is a fitted model object and the
associated 
steps 
the maximum number of steps to be considered. The default is 1000 (essentially as many as required). It is typically used to stop the process early. 
use.start 
if true the updated fits are done starting at the linear predictor for
the currently selected model. This may speed up the iterative
calculations for 
k 
the multiple of the number of degrees of freedom used for the penalty.
Only 
... 
any additional arguments to 
The set of models searched is determined by the scope
argument.
The righthandside of its lower
component is always included
in the model, and righthandside of the model is included in the
upper
component. If scope
is a single formula, it
specifies the upper
component, and the lower
model is
empty. If scope
is missing, the initial model is used as the
upper
model.
Models specified by scope
can be templates to update
object
as used by update.formula
.
There is a potential problem in using glm
fits with a
variable scale
, as in that case the deviance is not simply
related to the maximized loglikelihood. The glm
method for
extractAIC
makes the
appropriate adjustment for a gaussian
family, but may need to be
amended for other cases. (The binomial
and poisson
families have fixed scale
by default and do not correspond
to a particular maximumlikelihood problem for variable scale
.)
Where a conventional deviance exists (e.g. for lm
, aov
and glm
fits) this is quoted in the analysis of variance table:
it is the unscaled deviance.
the stepwiseselected model is returned, with up to two additional
components. There is an "anova"
component corresponding to the
steps taken in the search, as well as a "keep"
component if the
keep=
argument was supplied in the call. The
"Resid. Dev"
column of the analysis of deviance table refers
to a constant minus twice the maximized log likelihood: it will be a
deviance only in cases where a saturated model is welldefined
(thus excluding lm
, aov
and survreg
fits,
for example).
The model fitting must apply the models to the same dataset. This may
be a problem if there are missing values and an na.action
other than
na.fail
is used (as is the default in R).
We suggest you remove the missing values first.
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28  quine.hi < aov(log(Days + 2.5) ~ .^4, quine)
quine.nxt < update(quine.hi, . ~ .  Eth:Sex:Age:Lrn)
quine.stp < stepAIC(quine.nxt,
scope = list(upper = ~Eth*Sex*Age*Lrn, lower = ~1),
trace = FALSE)
quine.stp$anova
cpus1 < cpus
for(v in names(cpus)[2:7])
cpus1[[v]] < cut(cpus[[v]], unique(quantile(cpus[[v]])),
include.lowest = TRUE)
cpus0 < cpus1[, 2:8] # excludes names, authors' predictions
cpus.samp < sample(1:209, 100)
cpus.lm < lm(log10(perf) ~ ., data = cpus1[cpus.samp,2:8])
cpus.lm2 < stepAIC(cpus.lm, trace = FALSE)
cpus.lm2$anova
example(birthwt)
birthwt.glm < glm(low ~ ., family = binomial, data = bwt)
birthwt.step < stepAIC(birthwt.glm, trace = FALSE)
birthwt.step$anova
birthwt.step2 < stepAIC(birthwt.glm, ~ .^2 + I(scale(age)^2)
+ I(scale(lwt)^2), trace = FALSE)
birthwt.step2$anova
quine.nb < glm.nb(Days ~ .^4, data = quine)
quine.nb2 < stepAIC(quine.nb)
quine.nb2$anova

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