The values of slentry and slstay that will avoid ruining the
statistical properties of the result are slentry=1.0 and slstay=1.0.
Frank
Frank E Harrell Jr Professor and Chairman School of Medicine
Department of Biostatistics Vanderbilt University
On Sat, 14 Aug 2010, Shubha Vishwanath Karanth wrote:
Hi R,
Does the "step" function used to perform stepwise regression has the
option to specify the entry/exit significance levels for the independent
variables? (This is similar to the 'slentry' and 'slstay' option in
'Proc reg' of SAS.). Or do we have any other package which does the
above? Thanks.
Thanks and Regards,
Shubha
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