[R] Step and stepAIC

[Dieter Menne]

Peter-Heinz Fox <peterheinzfox <at> yahoo.de> writes:

> I’m using "step" and "stepAIC" for stepwise regression. After each step, 
> I would like to make an additional calculation based on the independent
> variables that have been selected until this step and
> their corresponding weights. Where do I have to add this calculation?

dropTerm is the toolbox function stepAIC uses; you could use it to build 
your own stepAIC version.

But also make sure you have read

http://markmail.org/thread/gk7ysg6tclz4vtdi

and consider some lasso variant method instead (this partly 
answers your second question).

Dieter