[R] Stepwise selection and F-enter anf F-remove values

From: Simon Blanchet <Simon.Blanchet_at_giroq.ulaval.ca>
Date: Wed 01 Feb 2006 - 04:38:02 EST


I'm actually using the "Step" procedure in R for multiple regression analysis. I'm using the stepwise selection which alternates between forward selection and backward elimination (direction "both" in the step procedure). I would like to know which F-levels R is using to enter and then to remove variables?
I also would like which is the procedure to change such levels? For instance, how to use a critical/levels of 0.05/0.10?

Many thanks in advance!

Very sincerely,

Simon Blanchet

PhD student
Université Laval - Québec-Océan / CIRSA
Pavillon Alexandre-Vachon
Local 8022
Québec (Québec), Canada G1K 7P4
Téléphone : (418) 656-2131 poste 8022
courriel : simon.blanchet@giroq.ulaval.ca

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