[R] Stepwise regression for multivariate case in R?

Uwe Ligges ligges at statistik.tu-dortmund.de
Sat Apr 27 18:17:35 CEST 2013

On 26.04.2013 13:58, Jonathan Jansson wrote:
> Hi! I am trying to make a stepwise regression in the multivariate case, using Wilks' Lambda test.
> I've tried this:
>>   greedy.wilks(cbind(Y1,Y2) ~ . , data=my.data )
> But it only returns:
> Error in model.frame.default(formula = X[, j] ~ grouping, drop.unused.levels = TRUE) :
>    variable lengths differ (found for 'grouping')
> What can be wrong here? I have checked and all variables in my.data is of the same length.

Simply answer: It was never intended to work for the multivariate case.
I will add a stop() with a better error message.

Uwe Ligges

> //Jonathan
> 	[[alternative HTML version deleted]]
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