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 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.