[R] multiple model selection for vglm models

[Veronica Andreo]

Hi list,

I'm working with vglm (family tobit) models and I need to perform multiple
model selection. Something similar to step or stepAIC, is there anything
alike?

I found that neither step nor stepAIC work for objects of class vglm. Has
anybody worked with them and can give a hint on how to select among vglm
models?

Thanks a lot in advance,
Vero

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