Stepwise forward/backward/bidirectional selection with AIC/BIC

This function implements forward/backward/bidirectional stepwise regression, for use in the selectInferToolkit package

Usage

select_stepwise_ic(
  formula,
  data,
  family = c("gaussian", "binomial"),
  select_factors_together = FALSE,
  penalty = c("AIC", "BIC"),
  direction = c("forward", "backward", "both"),
  trace = 0,
  fitted_selector = NULL,
  ...
)

Arguments

formula

a formula.

data

data set

family

outcome distributional family

select_factors_together

should categorical variables be jointly selected?

penalty

AIC, BIC

direction

the mode of step wise search, can be one of "both", "backward", or "forward", with a default of "forward"

trace

passed to MASS::stepAIC

fitted_selector

a previously fit selector, used for resampling

...

Additional arguments

Value

A selector object