Simon Blanchet
2006-Jan-31 17:38 UTC
[R] Stepwise selection and F-enter anf F-remove values
Hello, I'm actually using the "Step" procedure in R for multiple regression analysis. I'm using the stepwise selection which alternates between forward selection and backward elimination (direction "both" in the step procedure). I would like to know which F-levels R is using to enter and then to remove variables? I also would like which is the procedure to change such levels? For instance, how to use a critical/levels of 0.05/0.10? Many thanks in advance! Very sincerely, Simon Blanchet BLANCHET Simon PhD student Universit?? Laval - Qu??bec-Oc??an / CIRSA Pavillon Alexandre-Vachon Local 8022 Qu??bec (Qu??bec), Canada G1K 7P4 T??l??phone : (418) 656-2131 poste 8022 courriel : simon.blanchet at giroq.ulaval.ca
Prof Brian Ripley
2006-Jan-31 18:00 UTC
[R] Stepwise selection and F-enter anf F-remove values
If this is step() (not Step), it does not use tests. Please consult the
help page which says
step package:stats R Documentation
Choose a model by AIC in a Stepwise Algorithm
Description:
Select a formula-based model by AIC.
...
It seems these days we also have to point out that the help pages have
references with the background information and even more detailed
descriptions.
On Tue, 31 Jan 2006, Simon Blanchet wrote:
> Hello,
>
> I'm actually using the "Step" procedure in R for multiple
regression analysis.
> I'm using the stepwise selection which alternates between forward
selection
> and backward elimination (direction "both" in the step
procedure).
> I would like to know which F-levels R is using to enter and then to remove
> variables?
> I also would like which is the procedure to change such levels? For
> instance, how to use a critical/levels of 0.05/0.10?
>
> Many thanks in advance!
>
> Very sincerely,
>
> Simon Blanchet
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
^^^^^^^^^
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595