[R] stop criterion for stepAIC

Thomas Fischer fischer at intellektik.informatik.tu-darmstadt.de
Mon Jun 16 12:38:58 CEST 2003


Hello,

I am using the function stepAIC (library MASS) to run a backward 
elimination on my linear regression. The new model stepAIC calculates 
contains coefficients that have a Pr(>|t|) value below 0.1, but I'd 
like to have only coefficients with 0.001 or below.
How can I change the stop criterion for stepAIC, so that it is more 
strict? There is a parameter "steps", but it is only a upper bound of 
steps.

Greetings,
Thomas Fischer




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