Re: [R] Stepwise Regression + entry/exit significance level

2010-08-14 Thread Peter Dalgaard
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

Re: [R] Stepwise Regression + entry/exit significance level

2010-08-14 Thread Frank Harrell
The values of slentry and slstay that will avoid ruining the statistical properties of the result are slentry=1.0 and slstay=1.0. Frank Frank E Harrell Jr Professor and ChairmanSchool of Medicine Department of Biostatistics Vanderbilt University On Sat, 14 Aug

[R] Stepwise Regression + entry/exit significance level

2010-08-14 Thread Shubha Vishwanath Karanth
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? Than