Message-ID: <F52EE2C2-DDA5-4757-957B-BACC7BF12783@me.com>
Date: 2012-10-04T20:28:39Z
From: Marc Schwartz
Subject: can stepAIC be customized to exclude coefficients with p-value less than certain values?
In-Reply-To: <D8647377-024F-4157-B40C-C8B72292EC30@comcast.net>
On Oct 4, 2012, at 3:22 PM, David Winsemius <dwinsemius at comcast.net> wrote:
>
> On Oct 4, 2012, at 11:26 AM, liang.che at us.pwc.com wrote:
>
>> For example, if coefficient's p-value is less than 0.1 I want the stepwise
>> to automatically drop that variable. Can the stepAIC be customized to do
>> that? SAS seems to be able to customized stepwise function with p-value
>> or cooks'd.
>
> You might take some time to ponder the possibility that the fact that it's not easy in R might be useful information in its own right.
I nominate this as a fortune candidate...
Regards,
Marc Schwartz