[R] Stepwise GLM selection by LRT?

[Lutz Ph. Breitling]

Dear List,

having searched the help and archives, I have the impression that
there is no automatic model selection procedure implemented in R that
includes/excludes predictors in logistic regression models based on
LRT P-values. Is that true, or is someone aware of an appropriate
function somewhere in a custom package?

Even if automatic model selection and LRT might not be the most
appropriate methods, I actually would like to use these in order to
simulate someone else's modeling approach...

Many thanks for all comments-
Lutz
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Lutz Ph. Breitling
German Cancer Research Center
Heidelberg/Germany