[R] Step wise regression

Frank E Harrell Jr f.harrell at vanderbilt.edu
Tue May 3 15:21:02 CEST 2005


walmir-rodrigues wrote:
> Dear Fellows,
> 
> How can I do to proced a step wise regression in R, if it´s possible ?
> 
> Thanks,
> 
> Walmir 

Here is an easy approach that will yield results only slightly less 
valid than one actually using the response variable:

x <- data.frame(x1,x2,x3,x4,..., other potential predictors)
x[,sample(ncol(x))]

:-)   -Frank


-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University




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