Hello,
I am using the function stepAIC (library MASS) to run a backward
elimination on my linear regression. The new model stepAIC calculates
contains coefficients that have a Pr(>|t|) value below 0.1, but I'd
like to have only coefficients with 0.001 or below.
How can I change the stop criterion for stepAIC, so that it is more
strict? There is a parameter "steps", but it is only a upper bound of
steps.
Greetings,
Thomas Fischer