regarding the failure of stepwise variable selection in lm
问题 I built a regression model using all the variables at first. full.model<-lm(y~as.matrix(x)) Then I tried to use step-wise variable selection reduce.model<-step(full.model,direction="backward") The running result is shown as follows, looks like it does not do anything. What is the problem of this scenario. I also include the detail of full.model in the following. > reduce.model<-step(full.model,direction="backward") Start: AIC=-121.19 y ~ as.matrix(x) Df Sum of Sq RSS AIC <none> 1.1 -121.19 -