Hi Robb,
the gamboost() function in package `mboost' may help. The details
are described in
@article{Kneib+Hothorn+Tutz:2009,
author = {Thomas Kneib and Torsten Hothorn and Gerhard Tutz},
title = {Variable Selection and Model Choice in Geoadditive Regression
Models},
journal = {Biometrics},
year = {2009},
note = {Accepted}
}
(preprint available from http://epub.ub.uni-muenchen.de/2063/)
Best wishes,
Torsten
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