Stepwise regression?
If you are willing to try lightly tested software, consider "stepAIC.c" from "www.prodsyse.com". This was produced by modifying "stepAIC" from MASS. This can find significant interactions when neither main effect is already in the model and forces the linear term in the model when testing parabolics. The output includes an attribute "models" giving a posterior distribution over all models tested assuming a uniform prior, as described in Burnham and Anderson (2002) Model Selection and Multimodel Inference (Springer). hope this helps. spencer graves
Petr Pikal wrote:
Hi On 25 Apr 2003 at 12:10, edgar at uprm.edu wrote:
Hello, Does anybody know where I can find an R function to carry out variable selection using stepwise similar (or even better) to the stepwise function available in S-Plus?. I have tried the mle.stepwise function available in the wle package but I am not getting accurate results. I have tried also the leaps package but it does not handle the options f-in and f-out like in either MINITAB or SAS.
what about stepAIC from MASS library
Thanks in advance Dr. Edgar Acuna University of Puerto Rico at Mayaguez
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Cheers Petr petr.pikal at precheza.cz p.pik at volny.cz
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