‘mfso’ is intended as a tool for analysis of multiple competing hypotheses,
and the analyst is expected to have a priori models to compare. Nonetheless,
‘mfso’ can be used in a hypothesis generating variable screening mode by
maximizing the correlation between the underlying dissimilarity matrix and the
pair-wise distances in the ‘mfso’ ordination.
The step.mfso function is an inelegant approach to step-wise forward variable
selection in mfso
. It considers each variable offered in turn, calculates the
mfso
resulting from adding that variable to the given mfso
, permutes that
variable ‘numitr’ times, and determines a probability of observing as large
an increase in correlation as observed. After testing all variables for inclusion, it
simply prints a table of the calculations, and the analyst has to rerun the routine
adding the selected variable to data.frame ‘start’ and deleting it from ‘add’.
While it would be nice to automate the production of the step-wise ‘mfso’, to date
I have only implemented this limited function. In addition, model parsimony is ensured by
the permutation routine, rather than an AIC-based approach, and doesn't directly
penalize for degrees of freedom (number of variables).