[R] Stepwise regression

Pascal Grandeau pgrandeau at free.fr
Fri Nov 30 17:37:48 CET 2001

I need to do a classic stepwise regression based not on AIC but on F in and
F out (or on R2, or R2 adjusted). I have many variables and it will very
useful for me to have a fast stepwise algorithm. Does anyone know if this
exists for R and where I can find that ?

Thank you very much.

Pascal Grandeau

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