AIC model selection

First, AIC is `An Information Criterion' according to Akaike.

Second, help.search("AIC") turns up

stepAIC(MASS)           Choose a model by AIC in a Stepwise Algorithm
multinom(nnet)          Fit Multinomial Log-linear Models
mosaicplot(graphics)    Mosaic Plots
AIC(stats)              Akaike's An Information Criterion
extractAIC(stats)       Extract AIC from a Fitted Model
step(stats)             Choose a model by AIC in a Stepwise Algorithm
AIC-methods(stats4)     Methods for Function 'AIC' in Package 'stats4'
frailty(survival)       (Approximate) Frailty models

Did you not notice that two of those are answers to your question?

Hello All;

I need to run a multiple regression analysis and use Akaike's Information
Criterion for model selection.  I understand that this command will give the
AIC value for specified models:

AIC(object, ..., k = 2)

with "..." meaning any other optional models for which I would like AIC
values.  But, how can I specify (in the place of "...") that I want R to
perform an model selection prodecure based on Akaike's Information Criterion
on a set of potential independent variables in a model such as:

model.lm=lm(A~B+C+D+E+F+G)

?

Thanks a million;

Marty

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Brian D. Ripley,                  ripley at stats.ox.ac.uk
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