[R] SAS proc reg stepwise procedure in R

[Hans Ole Ørka]

I try to reproduce the SAS proc reg stepwise model selection procedure in R, but the only function I found was "step" which select new variables based on AIC. The SAS procedure I use add a new variable to the model based on F statistics and a pre defined significant level. Then before any new variables are added variables in the model that not meet F statistics at the significant level will be removed. I have added the SAS syntax for those of familiar with both software packages.

SAS syntax:
proc reg
        model Y=x1 x2 x3 .....xn
        /selection=stepwise slentry=0.50 slstay=0.05;

All ideas are appreciated
Thanks,
Hans Ole Ørka