[R] Stepwise Manova

[Schuster, Veronika]

Hello all,

I have a question on manova in R:

I'm using the function "manova()" from the stats package.

Is there anything like a stepwise (backward or forward) manova in R  (like there is for regression and anova).

When I enter:

step(Model1, data=Mydata)

R returns the message:
Error in drop1.mlm(fit, scope$drop, scale = scale, trace = trace, k = k,  : 
  no 'drop1' method for "mlm" models

Which tells me that there is no step, drop1 or add1 function for multilinear models (mlm). Correct?

My model looks like this:
Model1 <- lm(cbind(Var1, Var2, Var3, Var4, Var5) ~ X, data=Mydata)

But is there another way to do a stepwise manova?

Thanks a lot for your help,

Veronika


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