[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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