Usage
step(object, scope, scale = 0,
direction = c("both", "backward", "forward"),
trace = 1, keep = NULL, steps = 1000, k = 2, …)Arguments
object
an object representing a model of an appropriate class (mainly
"lm" and "glm").
This is used as the initial model in the stepwise search.
scope
defines the range of models examined in the stepwise search.
This should be either a single formula, or a list containing
components upper and lower, both formulae. See the
details for how to specify the formulae and how they are used.
scale
used in the definition of the AIC statistic for selecting the models,
currently only for lm, aov and
glm models. The default value, 0, indicates
the scale should be estimated: see extractAIC.
direction
the mode of stepwise search, can be one of "both",
"backward", or "forward", with a default of "both".
If the scope argument is missing the default for
direction is "backward". Values can be abbreviated.
trace
if positive, information is printed during the running of step.
Larger values may give more detailed information.
keep
a filter function whose input is a fitted model object and the
associated AIC statistic, and whose output is arbitrary.
Typically keep will select a subset of the components of
the object and return them. The default is not to keep anything.
steps
the maximum number of steps to be considered. The default is 1000
(essentially as many as required). It is typically used to stop the
process early.
k
the multiple of the number of degrees of freedom used for the penalty.
Only k = 2 gives the genuine AIC: k = log(n) is sometimes
referred to as BIC or SBC.