[S] Model selection in step.gam

rej@DMU.dk
Thu, 20 Aug 1998 10:55:24 +0100


Dear S-Plussers

I am still, but hopefully not for long, using S-Plus vers.3.3.
>From Venables & Ripley 1. ed. it appears that the "step"-function in
S-Plus does not use the real AIC-criterion given by Akaike. From
newsgroup postings dating back to february I understand that the
documentation in the S-Plus 3.x manual is highly misleading.

Can anybody tell me what selection criterion is then used in step.gam?

Thanks in advance

Rasmus Ejrnæs
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