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2011 Nov 22
1
help to setting a multiple (linear) regression model with a 5% significance level (threshold) for the inclusion of the model variables.
Dear Researchers, someone know the right syntax to chose a 5% significance level (threshold) for the inclusion of the model variables in a multiple (linear) regression in backward way? I set the formula in this way, but I don't know to choose the 5% significance? lmodelV <- step(lm(formula=MyFormula[[1]],data=LR.train),direction="backward") thanks in advance gianni [[alternative HTML version deleted]]