[R] forward stepwise regression using Mallows Cp

[Frank E Harrell Jr]

Essers, Jonah wrote:
> So I recognize that:
>  
> 1. many people hate forward stepwise regression (i've read the archives)--but I need it

Why?

-Frank

>  
> 2. step() or stepAIC are two ways to get a stepwise regression in R
>  
> But here's the thing: I can't seem to figure out how to specify that I want the criteria to be Mallow's Cp (and then to subsequently tell me what the Cp stat is). I know it has something to do with scale=.....
>  
> but the help pages dont specify exactly what to type in...I went to the extractAIC help page and it too wasn't that helpful in explicitly telling me what to type.
>  
> Any help please? All I ask is that you don't flame me for not reading the help pages or the archives. I've spent hours. I guess I'm just inexperienced or something....
>  
> thanks!
> jonah
>  
> Jonah Essers, MD
> Clinical Fellow 
> Division of Gastroenterology and Nutrition 
> Children's Hospital Boston 
> 300 Longwood Ave 
> Boston, MA 02115 
> 617-355-6058(tel)/617-730-0495(fax)
> 

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