Hi All,

I know in R there is function named 'step', which does the stepwise regression and choose the model by AIC. However, if I want to choose a model per this logic:


1.       Run a full model  (linear regression, f = lm(y ~., data = ZZZ), for example)

2.       Pick up the variable with biggest p value, delete it from the module and get a new regression model.

3.      Repeat step 2 until all variables are significant in a model.

My question is that do you know if R has a function (like 'step') to do that or I must write it by myself?

Many thanks.

HXD


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