R help - Nov 2001 - Variable selection in R

Hello,

I am pretty sure that my question is a FAQ, but I haven't been able to find
the answer...

I am looking for variable selection procedures (for a linear model), but
the only one that I have been able to find in R is "step". Isn't
there an
equivalent of the "stepwise" function in SPlus ? step works, but I
would
like to try an other method than AIC.

Thanks in advance for any information !

Fr?d?ric
--
Fr?d?ric SCH?TZ                      email: schutz at wehi.edu.au
Genetics and Bioinformatics Group
The Walter and Eliza Hall Institute of Medical Research
Phone: +61 3 9345 2627               Fax: +61 3 9347 0852
Post Office
Royal Melbourne Hospital, 3050
Victoria, Australia
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On Thu, 29 Nov 2001, Frederic Schutz wrote:
> Hello,
>
> I am pretty sure that my question is a FAQ, but I haven't been able to
find
> the answer...
>
> I am looking for variable selection procedures (for a linear model), but
> the only one that I have been able to find in R is "step".
Isn't there an
> equivalent of the "stepwise" function in SPlus ? step works, but
I would
> like to try an other method than AIC.
>
Well, there's stepAIC in the MASS package, which uses AIC.

If you did help.search("step") or help.search("stepwise")
you would find
this.


	-thomas

Thomas Lumley			Asst. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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