[R] statistical modelling SAS vs R

[Bill Szkotnicki]

Hello,

Recently I have been reading a lot of material about statistical modeling
using R. There seems to be conflicting opinions about what the best approach
is between the SAS community and the R community.
1) In R one might start with a model that has all possible effects of
interest in it and then simplify by eliminating/adding insignificant effects
using a stepwise procedure.
2) In SAS one may starts with a "reasonable" model and look at type 3 SS's
to test hypotheses and report LSMEANS. This can be done in R too I think.

Does anyone have current opinions about this? I know it's been discussed
before but I would be very interested in hearing about the advantages and
pitfalls of both approaches.

Bill