[19105] in s-news-athena
[S] Confsed with step.glm
daemon@ATHENA.MIT.EDU (=?iso-8859-1?Q?"G=E9rald_Jean"?=)
Fri Sep 3 10:20:29 1999
From: =?iso-8859-1?Q?"G=E9rald_Jean"?= <Gerald.Jean@spgdag.ca>
To: s-news@wubios.wustl.edu
Message-Id: <852567E1.004CB7F7.00@mail.spgdag.com>
Date: Fri, 3 Sep 1999 10:17:42 -0400
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Dear S-users,
I have built glm's for quite a few years now; mostly logistic and probit in
the past and poisson and gamma for the last six monts or so. Due to a
large number of candidate predictors I pretty much always use stepwise
methods to get down to a few models that will be analyzed in more details,
either in S+ or with home grown Fortran programs. I always notice that
stepwise methods, using criterion of fit (AIC or Hannan and Quinn), yielded
models for which the variables were significant w.r. to their t-value, or
an anova test using test = 'F' or test = 'Chi'.
Here is the problem. This time I am running a WEIGHTED poisson glm, with
log link, all the predictors are factors some with only 2 or 3 levels
others with up to 10 levels. The first variable included by step.glm has 6
levels. According to the t-value for the levels of that factor none are
significant, highest t-value amongst the levels of that factor being around
-1.35, but still it's the first one picked by step.glm. Now if I run an
anova on the output of step.glm this driver is highly significant (p-value
< 0.00000001), either with test = 'F' or test = 'Chi'. If I run glm with
the variables picked by step.glm but put this driver last the anova gives
pretty much the same results.
Waht is going on? Why is that variable not significant according to t-test
but very highly significant according to all other tests????
Please someone bring light to my confused mind!!!!
Thanks,
Gérald Jean
Analyste-conseil (statistiques), Actuariat
télephone : (418) 835-8839
télecopieur : (418) 835-5865
courrier électronique: gerald.jean@spgdag.ca
"In God we trust all others must bring data"
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