R help - Oct 2014 - R-code for carrying out step-wise panel regression

Dear all
For one of my empirical research investigation, ?I tried to carry out step-wise
panel regression analysis by making adaptation in the use of plm package (since
stepAIC command does not work with plm). Say, I tried to regress an explained
variable (DEP) on 3 explanatory variables (EX1, EX2, EX3) using a panel data set
(dat). Of course, the required set of instructions would be:require(plm)reg
<- plm(DEP ~ EX1 + EX2 + EX3, data = dat, method = "within") ? ? ?
? ? ? ... (A)But, what I wish to do (for the purpose of carrying out the
analysis iteratively) is as follows:dep <- "DEP"exp <-
c("EX1", "EX2", "EX3")and then use somehow these
dep and exp to get a ?statement compatible with (A). I tried the following
frm <- as.formula(paste(dep, "~", exp))reg <- plm(frm, data =
dat, method = "within)But it did not work properly. I could get the output
only in respect of DEP ~ EX1, whereas I need the same in respect of DEP ~ EX1 +
EX2 + EX3.Kindly help. ?Or, you may pl. suggest some alternative via
media.RegardsAmarjit Singh

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