[R] AIC model selection

Martin Kardos marteye29 at hotmail.com
Tue Aug 9 00:39:58 CEST 2005


Hello All;

I need to run a multiple regression analysis and use Akaike's Information 
Criterion for model selection.  I understand that this command will give the 
AIC value for specified models:

AIC(object, ..., k = 2)

with "..." meaning any other optional models for which I would like AIC 
values.  But, how can I specify (in the place of "...") that I want R to 
perform an model selection prodecure based on Akaike's Information Criterion 
on a set of potential independent variables in a model such as:

model.lm=lm(A~B+C+D+E+F+G)

?

Thanks a million;

Marty




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