[R] Forward stepwise regression
mjpocern at ouray.cudenver.edu
Wed Nov 1 18:37:54 CET 2000
I have a question regarding doing forward stepwise regression using the step function and an lm model.
I am trying to run a stepwise procedure that will add a predictor variable, one at a time, conduct an F test to determine whether or not to drop any previous terms, and terminate when no other predictors qualify to be added. Using the step function and looking at the example in the book, I have the following questions.
Is the use of step (lm, direction="forward") appropriate for forward stepwise regression?
Should all terms be included in the original lm model?
Should all possible models be included in the scope parameter? Can I generate all possible models with a single command?
Thank you for your comments.
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