[R] can stepAIC be customized to exclude coefficients with p-value less than certain values?

Marc Schwartz marc_schwartz at me.com
Thu Oct 4 22:28:39 CEST 2012

On Oct 4, 2012, at 3:22 PM, David Winsemius <dwinsemius at comcast.net> wrote:

> On Oct 4, 2012, at 11:26 AM, liang.che at us.pwc.com wrote:
>> For example, if coefficient's p-value is less than 0.1 I want the stepwise 
>> to automatically drop that variable.  Can the stepAIC be customized to do 
>> that?  SAS seems to be able to customized stepwise function with p-value 
>> or cooks'd.
> You might take some time to ponder the possibility that the fact that it's not easy in R might be useful information in its own right.

I nominate this as a fortune candidate...


Marc Schwartz

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