[R] How to exclude insignificant intercepts using "step" function

Chris Friedl cfriedalek at gmail.com
Wed Jun 24 01:09:36 CEST 2009




David Winsemius wrote:
> 
> 
> OK, this is on your head. Make sure you know how not to burn yourself  
> with this:
> 
>  > model <- y ~ x1*x2 + one -1
>  > data2$one <- 1
>  > by(data2, data2$grp, function(x) step(lm(model, data=x)))
> 
> Lets the intercept just be another variable.
> 
> 
> David Winsemius, MD
> Heritage Laboratories
> West Hartford, CT
> 
> 

Thanks for the solution and I do appreciate the warning. I will try not to
burn myself.
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