[R-sig-finance] Re: [R] Step wise regression
Renaud Lancelot
renaud.lancelot at cirad.fr
Tue May 3 17:52:53 CEST 2005
Frank E Harrell Jr a écrit :
> 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))]
>
> :-) -Frank
>
>
competing for the "fortune" award ?... ;-)
Renaud
--
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