[R] can stepAIC be customized to exclude coefficients with p-value less than certain values?

[David Winsemius]

On Oct 4, 2012, at 11:26 AM, liang.che at us.pwc.com wrote:

> For example, if coefficient's p-value is less than 0.1 I want the stepwise 
> to automatically drop that variable.  Can the stepAIC be customized to do 
> that?  SAS seems to be able to customized stepwise function with p-value 
> or cooks'd.

You might take some time to ponder the possibility that the fact that it's not easy in R might be useful information in its own right.

-- 

David Winsemius, MD
Alameda, CA, USA