My homework asks me to:

"Try a forward stepwise procedure with entry probability of 0.20. Then describe the model that is arrived at and whether it might be preferred."

I used the forward step function, starting off with a null model. Which is as below:

enter image description here

I am confused as to how to interpret this:

  1. What does the specific AIC values (87.08, 54.46 etc) mean?
  2. How is it related to p-values? Is entry probability referring to p-values?
  3. If AIC is not related to p-values, how can I interpret my model based on entry probability on R?
  • $\begingroup$ This is homework, so please add the self-study tag. $\endgroup$ – EdM Dec 2 '15 at 14:57
  • 1
    $\begingroup$ Have you read about the AIC? Is there some particular statistical software that your instructor uses for "forward stepwise procedure with entry probability of 0.20"? Some software uses p-values for deciding whether to include a variable, but step in R does not. Do you understand the limits of stepwise selection, and how poorly the results tend to generalize to other samples from the same population? $\endgroup$ – EdM Dec 2 '15 at 15:23

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.