[R] Step and stepAIC
dieter.menne at menne-biomed.de
Thu May 7 16:15:16 CEST 2009
Peter-Heinz Fox <peterheinzfox <at> yahoo.de> writes:
> Iâm using "step" and "stepAIC" for stepwise regression. After each step,
> I would like to make an additional calculation based on the independent
> variables that have been selected until this step and
> their corresponding weights. Where do I have to add this calculation?
dropTerm is the toolbox function stepAIC uses; you could use it to build
your own stepAIC version.
But also make sure you have read
and consider some lasso variant method instead (this partly
answers your second question).
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