On Oct 4, 2012, at 11:26 AM, liang....@us.pwc.com wrote: > For example, if coefficient's p-value is less than 0.1 I want the stepwise > to automatically drop that variable. Can the stepAIC be customized to do > that? SAS seems to be able to customized stepwise function with p-value > or cooks'd.
You might take some time to ponder the possibility that the fact that it's not easy in R might be useful information in its own right. -- David Winsemius, MD Alameda, CA, USA ______________________________________________ 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.