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
[[alternative HTML version deleted]]
______________________________________________
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.
