[R] Variable selection in R

Frederic Schutz schutz at wehi.edu.au
Thu Nov 29 12:35:00 CET 2001


I am pretty sure that my question is a FAQ, but I haven't been able to find
the answer...

I am looking for variable selection procedures (for a linear model), but
the only one that I have been able to find in R is "step". Isn't there an
equivalent of the "stepwise" function in SPlus ? step works, but I would
like to try an other method than AIC.

Thanks in advance for any information !

Frédéric SCHÜTZ                      email: schutz at wehi.edu.au
Genetics and Bioinformatics Group
The Walter and Eliza Hall Institute of Medical Research
Phone: +61 3 9345 2627               Fax: +61 3 9347 0852
Post Office
Royal Melbourne Hospital, 3050
Victoria, Australia
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