Hi all:
I am using the R function "step" to perform a model selection in backward
direction. I'd like to automatically keep the dropped term at each step. So
I wrote a filter function for the "keep" argument. However, the filter
function cannot change the value of external variable and so doesn't work
well. Anybody can help? Thank you in advance!
Regards,
Riyan Cheng
P.S., R code
###########################################
example(lm)
lm1 <- lm(Fertility ~ ., data = swiss)
tm<- attr(lm1$terms,"term.labels")
kp<- function(obj,aic){
x<- attr(obj$terms,"term.labels")
y<- setdiff(tm,x)
if(length(y)==0)y=NULL
tm<- x
AIC<- aic
list(n=length(x),dropped=y,AIC=aic)
}
g<- step(lm1,keep=kp,k=10)
g$keep
##############################################