intermediate iterations of stepwise regression

Hi Gabor,

Thanks for your input. It is of some help if not all.

fit = lm(y~1, data)
out = capture.output(new.fit = step(fit, direction="forward",
scope=y~x1+x2+x3))

Here the assignments made inside the capture.output function are no longer
valid once I came out of it, i.e. there is no object called 'new.fit' in the
global environment. I want to have at least the final model as "new.fit",
which is not very efficient to extract from "out" object (of course I don't
want to run "step" function again separately to get "new.fit"). Is there any
way of doing it?

It will be a bonus if, somehow, I can have all the intermediate iterations
also as R objects.


Thanks in advance.



Gabor Grothendieck wrote:

Try this:

out <- capture.output(example(step))


On Mon, May 18, 2009 at 9:11 AM, 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.

Regards
Utkarsh