[R] Stepwise regression?

[Spencer Graves]

If you are willing to try lightly tested software, consider "stepAIC.c" 
from "www.prodsyse.com".  This was produced by modifying "stepAIC" from 
MASS.  This can find significant interactions when neither main effect 
is already in the model and forces the linear term in the model when 
testing parabolics.  The output includes an attribute "models" giving a 
posterior distribution over all models tested assuming a uniform prior, 
as described in Burnham and Anderson (2002) Model Selection and 
Multimodel Inference (Springer).

hope this helps.  spencer graves

Petr Pikal wrote:
> Hi
> 
> On 25 Apr 2003 at 12:10, edgar at uprm.edu wrote:
> 
> 
>>Hello,
>>Does anybody know where I can find an R function to carry out variable
>>selection using stepwise similar (or even better) to the stepwise
>>function available in S-Plus?. I have tried the mle.stepwise function
>>available in the wle package but I am not getting accurate results. I
>>have tried also the leaps package but it does not handle the options
>>f-in and f-out like in either MINITAB or SAS.
> 
> 
> what about
> 
> stepAIC from MASS library
> 
> 
>>Thanks in advance
>>
>>Dr. Edgar Acuna
>>University of Puerto Rico at Mayaguez
>>
>>______________________________________________
>>R-help at stat.math.ethz.ch mailing list
>>https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> 
> 
> Cheers
> Petr
> petr.pikal at precheza.cz
> p.pik at volny.cz
> 
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