Thanks for this help. I'll read the documentation and see if I can work through 
the problem. I actually look forward to Mr. Harrell's reply. I have been taught 
that stepwise is not a good approach to use and should be avoided at all costs, 
so he may give me a cogent argument. The problem I posted came from my 
supervisor to me or I wouldn't be trying to work through the stepwise procedure. 
But on the brightside, it gives me an opportunity to learn something in R.

Zeda.




________________________________
From: Uwe Ligges <ligges@statistik.tu-dortmund.de>

Cc: r-help@r-project.org
Sent: Fri, April 15, 2011 10:28:10 AM
Subject: Re: [R] Stepwise Regression with no Origin



On 12.04.2011 21:52, Zd Gibbs wrote:
> Sorry, the first version was incomplete. I'm trying again.
>
> I am running a regression equation and i want to enter in 12 IV then stepwise
> enter 8 variables and not have an origin.
>
> DV is "shfl".
> I  want to enter in the following 12 independent dummy variables
> ajan
> bfeb
> cmar
> dapr
> emay
> fjun
>
> And then I want to enter in a stepwise fashion
> slag6
> slag7
> slag8
> slag9
> slag10
> slag11
> slag12
>
> And finally, I want there to be no origin.
>
> I've done simple regression, but nothing quite like this.


See ?step which allows to specify minimal, maximal models as well as 
forward stepwise selection.

BTW: Someone called Frank Harrell will shortly let you know about 
possible problems in model interpretation when using stepwise variable 
selection.

Best,
Uwe Ligges

> I would appreciate your help.
>
> Thanks
>
> Zeda
>     [[alternative HTML version deleted]]
>
>
>
>
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