[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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