uOn Fri, 30 Nov 2001, Pascal Grandeau wrote:
> I need to do a classic stepwise regression based not on AIC but on F in and
> F out (or on R2, or R2 adjusted). I have many variables and it will very
> useful for me to have a fast stepwise algorithm. Does anyone know if this
> exists for R and where I can find that ?
>
Stepwise regression using F tests is in the "leaps" package (as is
all-subsets regression). It doesn't do adjusted R2 but there's not
much difference between AIC and adjusted R2.
-thomas
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at
stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._