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