"Anova.mlm" would be one way to do model selection.
On Fri, Feb 10, 2012 at 4:29 PM, Fugate, Michael L wrote:
> Good Day,
>
> I fit a multivariate linear regression model with 3 dependent variables and
> several predictors using the lm function. I would like to use stepwise
> variable select
Good Day,
I fit a multivariate linear regression model with 3 dependent variables and
several predictors using the lm function. I would like to use stepwise
variable selection to produce a set of candidate models. However, when I pass
the fitted lm object to step() I get the following error:
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