[R] Stepwise Regression + entry/exit significance level

[Frank Harrell]

The values of slentry and slstay that will avoid ruining the 
statistical properties of the result are slentry=1.0 and slstay=1.0.

Frank

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

On Sat, 14 Aug 2010, Shubha Vishwanath Karanth wrote:

> Hi R,
>
>
>
> Does the "step" function used to perform stepwise regression has the
> option to specify the entry/exit significance levels for the independent
> variables? (This is similar to the 'slentry' and 'slstay' option in
> 'Proc reg' of SAS.). Or do we have any other package which does the
> above? Thanks.
>
>
>
>
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> Thanks and Regards,
>
> Shubha
>
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