I'm looking for guidance on how to implement forward stepwise regression
using lmStepAIC in Caret.
The stepwise "direction" appears to default to "backward". When I try to
use "scope" to provide a lower and upper model, Caret still seems to
default to "backward".
Any thoughts on how I can make this work?
Here is what I tried:
itemonly <- susbstitute(~i1+i2+i3+i4+i5+i6+i7+i8+i9+i10) #this is my full
model
#I want my "lower" model to consist of the intercept only
stepLmFit.i <- train(xtraindata.i, ytraindata,"lmStepAIC",
scope=list(upper=itemonly,lower=~1),direction="forward")
Any guidance on how I can make this work would be greatly appreciated.
Dan
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