model selection and stepAIC - Amelia

6 Jan 2011

Hi,

I'm trying to use the stepAIC function after creating a model via zelig like
this (where a.out is an amelia object with 5 multiply imputed data sets):

m<-zelig(y ~ x1 + x2 + x3 + x4 + x5, data=a.out$imputations, model="negbin")

selected<-stepAIC(m, direction="backward")

But it gives me this error at the stepAIC step: "Error in
terms.default(object) : no terms component"

Anyone know how to perform model selection with amelia/zelig?

Thanks in advance!

Emily