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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. Thanks and Regards, Shubha This e-mail may

I try to reproduce the SAS proc reg stepwise model selection procedure in R, but the only function I found was "step" which select new variables based on AIC. The SAS procedure I use add a new variable to the model based on F statistics and a pre defined significant level. Then before any new variables are added variables in the model that not meet F statistics at the significant level