Hello, I am using the function stepAIC (library MASS) to run a backward elimination on my linear regression. The new model stepAIC calculates contains coefficients that have a Pr(>|t|) value below 0.1, but I'd like to have only coefficients with 0.001 or below. How can I change the stop criterion for stepAIC, so that it is more strict? There is a parameter "steps", but it is only a upper bound of steps.
Greetings, Thomas Fischer ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
