I've been using stepAIC to narrow down my logistic regression model. However, I get the following warning when I run my model:
glm.fit: fitted probabilities numerically 0 or 1 occurred
I know this means I have complete or quasi-complete separation in my data. On examination of my data, I see the quasi-complete separation and think that it's meaningful. Reading online, I see recommendations to use a Firth penalized regression (logistf) or exact logistic regression (elrm); but neither of these will work with stepAIC. I've also tried bayesglm but I still get the same warning.
How should I select a model when my data has complete separation? How would I do this in R? Is my mistake in my stats or in my understanding of using the packages in R? Any help would be much appreciated!