Suggestion:
Don't do this!
I suggest that you consult with a local statistician or post to a
statistical website like stats.stackexchange.com for what might be
sensible procedures for variable selection (a complex and
controversial topic!) and why what you propose is or is not a good
idea (don't
I have the following example dataset
set.seed(2001)
n <- 100
Y <-
c(1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0)
X1 <- sample(x=c(0,1,2), size
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