Peter-Heinz Fox <peterheinzfox <at> yahoo.de> writes: > Iâm using "step" and "stepAIC" for stepwise regression. After each step, > I would like to make an additional calculation based on the independent > variables that have been selected until this step and > their corresponding weights. Where do I have to add this calculation?
dropTerm is the toolbox function stepAIC uses; you could use it to build your own stepAIC version. But also make sure you have read http://markmail.org/thread/gk7ysg6tclz4vtdi and consider some lasso variant method instead (this partly answers your second question). Dieter ______________________________________________ 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.
