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balqis
2011 Jun 07
1
variable selection in linear regression
Hello
With due respect, have a nice time. I would like to ask some command in R.
It is regarding variable selection in linear regression.
In R, there is one rebuild function called "step" which
selecting variables according to AIC.
let say i have data [y, x1,x2,x3,x4]
we start with y~b0
i compute the partial F test and choose the variable
with maximum partial F to enter the