Hi all, I’m using "step" and "stepAIC" for stepwise regression. After each step, I would like to make an additional calculation based on the independent variables that have been selected until this step and their corresponding weights. Where do I have to add this calculation? And a second question: Is it possible, to define a certain limit of factors for the regression, e.g. 20 variables are available but I want step to stop after the 10th factor has been selected?! Thanks in advance Peter-Heinz [[alternative HTML version deleted]]
Peter-Heinz Fox <peterheinzfox <at> yahoo.de> writes:> I???m using "step" and "stepAIC" for stepwise regression. After each step, > I would like to make an additional calculation based on the independent > variables that have been selected until this step and > their corresponding weights. Where do I have to add this calculation?dropTerm is the toolbox function stepAIC uses; you could use it to build your own stepAIC version. But also make sure you have read markmail.org/thread/gk7ysg6tclz4vtdi and consider some lasso variant method instead (this partly answers your second question). Dieter
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