intermediate iterations of stepwise regression
utkarshsinghal <utkarsh.singhal at global-analytics.com> wrote
Hi all, I am performing a stepwise regression by running the "step" function on an "lm" object. Now I want to save the intermediate iterations. I know the argument trace=T will print it on the console, but I rather want to assign it to some R object or may be output it in a CSV or text file. Any help will be appreciated.
You've received help in actually doing this. Can I ask why you want to? Stepwise selection is not a good method of model building. Peter Peter L. Flom, PhD Statistical Consultant www DOT peterflomconsulting DOT com