[R] Variable selection in R

Thomas Lumley tlumley at u.washington.edu
Thu Nov 29 17:35:58 CET 2001

On Thu, 29 Nov 2001, Frederic Schutz wrote:

> Hello,
> 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.

Well, there's stepAIC in the MASS package, which uses AIC.

If you did help.search("step") or help.search("stepwise") you would find


Thomas Lumley			Asst. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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