[R] Stepwise selection and F-enter anf F-remove values
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Jan 31 19:00:02 CET 2006
If this is step() (not Step), it does not use tests. Please consult the
help page which says
step package:stats R Documentation
Choose a model by AIC in a Stepwise Algorithm
Select a formula-based model by AIC.
It seems these days we also have to point out that the help pages have
references with the background information and even more detailed
On Tue, 31 Jan 2006, Simon Blanchet wrote:
> I'm actually using the "Step" procedure in R for multiple regression analysis.
> I'm using the stepwise selection which alternates between forward selection
> and backward elimination (direction "both" in the step procedure).
> I would like to know which F-levels R is using to enter and then to remove
> I also would like which is the procedure to change such levels? For
> instance, how to use a critical/levels of 0.05/0.10?
> Many thanks in advance!
> Very sincerely,
> Simon Blanchet
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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