Re: [R] forward stepwise regression using Mallows Cp

2008-10-22 Thread Frank E Harrell Jr
Essers, Jonah wrote: So I recognize that: 1. many people hate forward stepwise regression (i've read the archives)--but I need it Why? -Frank 2. step() or stepAIC are two ways to get a stepwise regression in R But here's the thing: I can't seem to figure out how to specify that I want t

[R] forward stepwise regression using Mallows Cp

2008-10-22 Thread Essers, Jonah
So I recognize that: 1. many people hate forward stepwise regression (i've read the archives)--but I need it 2. step() or stepAIC are two ways to get a stepwise regression in R But here's the thing: I can't seem to figure out how to specify that I want the criteria to be Mallow's Cp (and th