Stepwise selection and F-enter anf F-remove values

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Stepwise selection and F-enter anf F-remove values

Simon Blanchet
Hello,

I'm actually using the "Step" procedure in R for multiple regression analysis.
I'm using the stepwise selection which alternates between forward selection
and backward elimination (direction "both" in the step procedure).
I would like to know which F-levels R is using to enter and then to remove
variables?
I also would like which is the procedure to change such levels? For
instance, how to use a critical/levels of 0.05/0.10?

Many thanks in advance!

Very sincerely,

Simon Blanchet

BLANCHET Simon
PhD student
Université Laval - Québec-Océan / CIRSA
Pavillon Alexandre-Vachon
Local 8022
Québec (Québec), Canada G1K 7P4
Téléphone : (418) 656-2131 poste 8022
courriel : [hidden email]

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Re: Stepwise selection and F-enter anf F-remove values

Brian Ripley
If this is step() (not Step), it does not use tests. Please consult the
help page which says

step                  package:stats                  R Documentation

Choose a model by AIC in a Stepwise Algorithm

Description:

      Select a formula-based model by AIC.
...

It seems these days we also have to point out that the help pages have
references with the background information and even more detailed
descriptions.


On Tue, 31 Jan 2006, Simon Blanchet wrote:

> Hello,
>
> I'm actually using the "Step" procedure in R for multiple regression analysis.
> I'm using the stepwise selection which alternates between forward selection
> and backward elimination (direction "both" in the step procedure).
> I would like to know which F-levels R is using to enter and then to remove
> variables?
> I also would like which is the procedure to change such levels? For
> instance, how to use a critical/levels of 0.05/0.10?
>
> Many thanks in advance!
>
> Very sincerely,
>
> Simon Blanchet

> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
   ^^^^^^^^^

--
Brian D. Ripley,                  [hidden email]
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
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1 South Parks Road,                     +44 1865 272866 (PA)
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