Question

How do I code backward/forward selection in R with BIC as the criteria? Note: This is...

How do I code backward/forward selection in R with BIC as the criteria?

Note: This is for multiple linear regression in which I am using this for variable selection.

Please include any packages neccesary.

Math   Statistics-And-Probability   
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Answer #1

You need to install SignifReg package first. Then, use the SignifReg function.

This is the description of the function:
Provide a significant variable selection procedure with different directions (forward, backward, stepwise) based on diverse criteria (Mallows’ Cp, AIC, BIC, adjusted r-square, p-value). The algorithm selects a final model with only significant variables based on a correction choice of False Discovery Rate, Bonferroni, or no correction.

You can google "SignifReg in R" for further details about the syntax and usage of the function.

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