[R] stepAIC formula upper limit guidelines

From: Tate Avery <tate_sterling_avery_at_hotmail.com>
Date: Tue 25 Oct 2005 - 08:54:15 EST


Hello,

I am attempting to refine an lm()-generated model using the stepAIC function.

My model has approximately 20 inputs and I am trying to determine the best upper limit scope for using those inputs.

My lower limit is "y ~ 1" and my original upper limit was "y ~ x1 + x2 + ... + x20".

This is great start, but I am wondering if some other (more broad) upper limit would allow for combinations of inputs (examples: "x1*x3" or "x5/x7") before the coefficients are applied.

Specifically, I am trying to determine what syntax will give stepAIC the most flexibility to slice and dice my inputs as it searches for the best possible model.

Any details or references would be immensely appreciated.

Thank you,
Tate Avery



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