[R] forward stepwise regression using Mallows Cp

Essers, Jonah Jonah.Essers at childrens.harvard.edu
Wed Oct 22 21:38:05 CEST 2008

So I recognize that:
1. many people hate forward stepwise regression (i've read the archives)--but I need it
2. step() or stepAIC are two ways to get a stepwise regression in R
But here's the thing: I can't seem to figure out how to specify that I want the criteria to be Mallow's Cp (and then to subsequently tell me what the Cp stat is). I know it has something to do with scale=.....
but the help pages dont specify exactly what to type in...I went to the extractAIC help page and it too wasn't that helpful in explicitly telling me what to type.
Any help please? All I ask is that you don't flame me for not reading the help pages or the archives. I've spent hours. I guess I'm just inexperienced or something....
Jonah Essers, MD
Clinical Fellow 
Division of Gastroenterology and Nutrition 
Children's Hospital Boston 
300 Longwood Ave 
Boston, MA 02115 

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