[R]  Forward selection peculiarity
    ricefan81 
    kanej at stat.wisc.edu
       
    Mon Nov  9 04:08:21 CET 2009
    
    
  
Hi all,
I'm using the mle.stepwise function in the wle package to run forward
selection. My statistical background tells me that the first variable
selected should be the one with the highest correlation with the response,
however that's not the case. The two highest correlations with the response
are "similar" (0.86 and 0.89) however the forward selection selects the
variable with 0.86 correlation first and then in the next step chooses the
variable with correlation 0.89.
Any thoughts on this? Is is this some type of bug in the function or
package?
Thanks
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