Stepwise Regression with no Origin

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Sorry, the first version was incomplete. I'm trying again.

I am running a regression equation and i want to enter in 12 IV then stepwise
enter 8 variables and not have an origin.

DV is "shfl".
I  want to enter in the following 12 independent dummy variables
ajan
bfeb
cmar
dapr
emay
fjun

And then I want to enter in a stepwise fashion
slag6
slag7
slag8
slag9
slag10
slag11
slag12

And finally, I want there to be no origin.

I've done simple regression, but nothing quite like this.
See ?step which allows to specify minimal, maximal models as well as 
forward stepwise selection.

BTW: Someone called Frank Harrell will shortly let you know about 
possible problems in model interpretation when using stepwise variable 
selection.

Best,
Uwe Ligges
I would appreciate your help.

Thanks

Zeda
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