Re: [R] Automated Fixed Order Stepwise Regression Function

This is a statistically invalid procedure. I would not spend much time on it. It is a good idea to first bootstrap an idea or do regular Monte Carlo simulation to see if the statistical properties are OK (confidence interval coverage, bias, type I error, etc.). You will find they are not in this

[R] Automated Fixed Order Stepwise Regression Function

Greetings, I am interested in creating a stepwise fixed order regression function. There's a function for this already called add1( ). The F statistics are calculated using type 2 anova (the SS and the F changes don't match SPSS's). You can see my use of this at the very end of the email.