Hi Gabor,

Thanks for your input. It is of some help if not all.

fit = lm(y~1, data)
out = capture.output(new.fit = step(fit, direction="forward", 
scope=y~x1+x2+x3))

Here the assignments made inside the capture.output function are no 
longer valid once I came out of it, i.e. there is no object called 
'new.fit' in the global environment. I want to have at least the final 
model as "new.fit", which is not very efficient to extract from "out" 
object (of course I don't want to run "step" function again separately 
to get "new.fit"). Is there any way of doing it?
 
It will be a bonus if, somehow, I can have all the intermediate 
iterations also as R objects.


Thanks in advance.



Gabor Grothendieck wrote:
> Try this:
>
> out <- capture.output(example(step))
>
>
> On Mon, May 18, 2009 at 9:11 AM, utkarshsinghal
> <utkarsh.singhal@global-analytics.com> wrote:
>   
>> Hi all,
>>
>> I am performing a stepwise regression by running the "step" function on an
>> "lm" object. Now I want to save the intermediate iterations. I know the
>> argument trace=T will print it on the console, but I rather want to assign
>> it to some R object or may be output it in a CSV or text file.
>>
>> Any help will be appreciated.
>>
>> Regards
>> Utkarsh
>>
>> ______________________________________________
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>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>>     
>
>
>   


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