[R-sig-finance] RE: [R] Step wise regression

[Liaw, Andy]

> From: Frank E Harrell Jr
> 
> walmir-rodrigues wrote:
> > Dear Fellows,
> > 
> > How can I do to proced a step wise regression in R, if it´s 
> possible ?
> > 
> > Thanks,
> > 
> > Walmir 
> 
> Here is an easy approach that will yield results only slightly less 
> valid than one actually using the response variable:
> 
> x <- data.frame(x1,x2,x3,x4,..., other potential predictors)
> x[,sample(ncol(x))]

Hmm...  Shouldn't that be something like:

x[, sample(ncol(x), ceiling(ncol(x) * runif(1)))]

?

Cheers,
Andy

 
> :-)   -Frank
> 
> 
> -- 
> Frank E Harrell Jr   Professor and Chair           School of Medicine
>                       Department of Biostatistics   
> Vanderbilt University
> 
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