R help - Oct 2012 - can stepAIC be customized to exclude coefficients with p-value less than certain values?

For example, if coefficient's p-value is less than 0.1 I want the stepwise 
to automatically drop that variable.  Can the stepAIC be customized to do 
that?  SAS seems to be able to customized stepwise function with p-value 
or cooks'd.

thanks!

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On Oct 4, 2012, at 11:26 AM, liang.che at us.pwc.com wrote:
> For example, if coefficient's p-value is less than 0.1 I want the
stepwise
> to automatically drop that variable.  Can the stepAIC be customized to do 
> that?  SAS seems to be able to customized stepwise function with p-value 
> or cooks'd.
You might take some time to ponder the possibility that the fact that it's
not easy in R might be useful information in its own right.

-- 

David Winsemius, MD
Alameda, CA, USA