Conversation

Liang Che: For example, if coefficient's p-value is less than 0.1 I want the stepwise to automatically drop that variable. Can the stepAIC be customized to do that? SAS seems to be able to customized stepwise function with p-value or cooks'd.
David Winsemius: You might take some time to ponder the possibility that the fact that it's not easy in R might be useful information in its own right.
-- Liang Che and David Winsemius
R-help (September 2012) #Rstats