Hi,

I would like to fit a linear model where some but not all explanators are chosen stepwise - ie I definitely want to include some terms, but others only if they are deemed significant (by AIC or whatever other approach is available).  For example if I wanted to definitely include x1 and x2, but only include z1 and z2 if they are significant, something like this:

df <- data.frame(y=c(4,2,6,7,3,9,5,7,6,2), x1=c(2,3,4,0,5,8,8,1,1,2), x2=c(0,0,0,0,1,1,0,0,0,1), z1=c(0,1,0,0,0,1,1,0,1,1), z2=c(1,1,1,0,0,1,1,1,1,0))
model <- lm(y  ~ x1 + x2 + stepwise(z1 + z2))

Any help would be appreciated.

Cheers,
Andre
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