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[S] strategy for fixed effects selection in a mixed effects model

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Subject: [S] strategy for fixed effects selection in a mixed effects model
From: Renaud Lancelot <lancelot@telecomplus.sn>
Date: Thu, 21 Oct 1999 15:12:02 +0100
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Hello !

This question is related to lme(). I have a complex fixed-effects
structure in a linear mixed effects model (5 covariates and all possible
interactions). I want to select the best model according to AIC (ML
estimations), given a constant random structure. 

Does it make sense to use the following strategy:

1. Use an OLS regression and a stepwise algorithm based on AIC (such as
S+ stepAIC(), MASS library), to discard the unimportant
covariates/interactions,

2. Test all the possible combinations of the remaining fixed effects
with mixed-effects models,

3. Choose the one with the lowest AIC ?

I have little doubt for 2 and 3, but is it safe / sound to assume that
all the unimportant covariates or interactions with OLS will also be
found to be unimportant with a mixed model ?


Thanks in advance and best regards,

Renaud

-- 
Renaud Lancelot
ISRA-LNERV
BP 2057 Dakar-Hann
Senegal

tel     (221) 832 49 02
fax     (221) 821 18 79
email   renaud.lancelot@cirad.fr
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