[R] Variable selection in R

Frederic Schutz schutz at wehi.EDU.AU
Thu Nov 29 22:56:37 CET 2001

On Thu, 29 Nov 2001, Thomas Lumley wrote:

> > 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
> this.

I found it, but I was looking for something else than AIC. As pointed by
others, your package leaps will do exactly what I want.

Thanks for the answers !


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