Running a stepwise linear model with BIC criterion

[亡魂溺海] 提交于 2019-12-03 06:47:05

Add the argument k=log(n) to the step function (n number of samples in the model matrix)

From ?step:

Arguments:
...

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.

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