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Does stepwisefit function is able to evaluate using adjusted R-squared instead p-value?

Asked by América H on 7 Mar 2016
Latest activity Commented on by América H on 15 Mar 2016
I want to select the most relevant variables for a model. I use stepwise fit which evaluates individually by p-value, instead I want to evaluate by using adjusted R-Squared to have an idea of how much the selected variables explain the model.

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1 Answer

Answer by Tom Lane
on 11 Mar 2016
 Accepted Answer

There is a newer function that can do that:
load hald
stepwiselm(ingredients,heat,'Criterion','adjrsquared')

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