[R] Intermediate R-squared results in stepwise regression

[Yves Moisan]

Hi All,

Following from  https://stat.ethz.ch/pipermail/r-help/1999-April/003834.html
this post  where someone was asking for "a slick way of asking for the
results of doing a forward selection/backward elimination routine?" and
someone answered "Call step(), print the anova component of the result is
the usual way", I was asked to find out about intermediate results, namely
R-squared (or adjusted R-squared) as forward or backward stepwise regression
proceeds.  Does the information in the ANOVA table provide all I need, in
which case I would need to be pointed to a link where anova() output is
explained in more theoretical (or I should say layman-compatible) terms than
in the anova help file?  How do I know which variable was selected/dropped
first, second, etc?

TIA,

Yves Moisan
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