I have a question regarding doing forward stepwise regression using the step
function and an lm model.
I am trying to run a stepwise procedure that will add a predictor variable, one
at a time, conduct an F test to determine whether or not to drop any previous
terms, and terminate when no other predictors qualify to be added. Using the
step function and looking at the example in the book, I have the following
questions.
Is the use of step (lm, direction="forward") appropriate for forward
stepwise regression?
Should all terms be included in the original lm model?
Should all possible models be included in the scope parameter? Can I generate
all possible models with a single command?
Thank you for your comments.
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