[R] intermediate iterations of stepwise regression

Peter Flom peterflomconsulting at mindspring.com
Mon May 18 16:42:53 CEST 2009


utkarshsinghal <utkarsh.singhal at global-analytics.com> wrote

>> Hi all,
>>
>> I am performing a stepwise regression by running the "step" function on an
>> "lm" object. Now I want to save the intermediate iterations. I know the
>> argument trace=T will print it on the console, but I rather want to assign
>> it to some R object or may be output it in a CSV or text file.
>>
>> Any help will be appreciated.
>>


You've received help in actually doing this.

Can I ask why you want to?

Stepwise selection is not a good method of model building.

Peter



Peter L. Flom, PhD
Statistical Consultant
www DOT peterflomconsulting DOT com




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