Re: [R] Stepwise Regression + entry/exit significance level
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. > That procedure is considered unreliable (someone called Frank is likely to chime in with a reference to a book on regression modeling strategies). Cloning obsolete SAS functionality is not high on the priority list. It is probably not massively hard to modify the step function to do it, though; all the building blocks would seem to be there. -- Peter Dalgaard Center for Statistics, Copenhagen Business School Phone: (+45)38153501 Email: pd@cbs.dk Priv: pda...@gmail.com __ 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.
Re: [R] Stepwise Regression + entry/exit significance level
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 ChairmanSchool 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 This e-mail may contain confidential and/or privileged i...{{dropped:13}} __ 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. __ 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.
[R] Stepwise Regression + entry/exit significance level
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 This e-mail may contain confidential and/or privileged i...{{dropped:13}} __ 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.