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

[Marc Schwartz]

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...

Regards,

Marc Schwartz