[R] automating sequence of multinomial regressions

[Daniel]

Disclaimer first: I only heard about R fairly recently, so I apologize if
this is either a simple or impossible request, but R looked like it
might be a good framework for this sort of thing...

Is it possible to write a script to run stepwise multinomial regressions
on many *dependent* variables, and then compare results to a validation
data set (e.g., Chow test)? Essentially, automate the process of finding
best predictive model using a host of dependent and independent variables.

I have a fairly short timeframe to work on this, so if someone is
willing to help me in the next couple of days, I would be most
appreciative. (And there might even be a hefty sum of cash involved!)

Thanks,

Daniel