Hello, I am interested in performing a stepwise regression using the robust regression technique to estimate the models at each stage. 

At the moment I am using the lm code and the stepAIC code to select the "best" OLS model. This final model is then re-estimated using the rlm code. 

I am hoping there is a better was to do this, where at each step of the "stepwise" code the robust regression technique rather than OLS is used. I realise that an AIC statistic may not be available in rlm, but some other criteria is fine.

Thanks.


	[[alternative HTML version deleted]]

