[R] AIC model selection

[Adaikalavan Ramasamy]

Are you looking for possibly stepAIC from the package MASS ?

Regards, Adai



On Mon, 2005-08-08 at 16:39 -0600, Martin Kardos wrote:
> 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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