A list of two components, a formula
of the form ‘response ~ list + of + selected + variables
’,
and a data.frame results
containing the following variables:
vars the names of the variables in the final model in the order of selection.
Wilks.lambda the appropriate Wilks' lambda for the selected variables.
F.statistics.overallthe approximated F-statistic for the so far selected model.
p.value.overallthe appropriate p-value of the F-statistic.
F.statistics.diffthe approximated F-statistic of the partial Wilks's lambda (for comparing the model
including the new variable with the model not including it).
p.value.diffthe appropriate p-value of the F-statistic of the partial Wilk's lambda.