[R] Variable selection in R

[Thomas Lumley]

On Thu, 29 Nov 2001, Frederic Schutz wrote:

> Hello,
>
> I am pretty sure that my question is a FAQ, but I haven't been able to find
> the answer...
>
> I am looking for variable selection procedures (for a linear model), but
> the only one that I have been able to find in R is "step". Isn't there an
> equivalent of the "stepwise" function in SPlus ? step works, but I would
> like to try an other method than AIC.
>

Well, there's stepAIC in the MASS package, which uses AIC.

If you did help.search("step") or help.search("stepwise") you would find
this.


	-thomas

Thomas Lumley			Asst. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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