Shubha Vishwanath Karanth wrote: > Hi R, > > > > Does the "step" function used to perform stepwise regression has the > option to specify the entry/exit significance levels for the independent > variables? (This is similar to the 'slentry' and 'slstay' option in > 'Proc reg' of SAS.). Or do we have any other package which does the > above? Thanks. >
That procedure is considered unreliable (someone called Frank is likely to chime in with a reference to a book on regression modeling strategies). Cloning obsolete SAS functionality is not high on the priority list. It is probably not massively hard to modify the step function to do it, though; all the building blocks would seem to be there. -- Peter Dalgaard Center for Statistics, Copenhagen Business School Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
