I was reading the helpfile for the dropterm
function in the R MASS package, which is one of the main building blocks of the stepAIC
function (at least for backwards stepwise regression.) The aim of this function is to identify a variable to remove from a model by sequentially considering models that drop one variable.
In itthe helpfile, it states:
Try fitting all models that differ from the current model by dropping a single term, maintaining marginality.
What does maintaining marginality mean in this context? Is it a special treatment of interactions specified in the model formula, e.g. by dropping interactions first before dropping the interacting variables?
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