R语言中的逐步回归函数



cement<-data.frame(
  X1=c( 7, 1, 11, 11, 7, 11, 3, 1, 2, 21, 1, 11, 10),
  X2=c(26, 29, 56, 31, 52, 55, 71, 31, 54, 47, 40, 66, 68),
  X3=c( 6, 15, 8, 8, 6, 9, 17, 22, 18, 4, 23, 9, 8),
  X4=c(60, 52, 20, 47, 33, 22, 6, 44, 22, 26, 34, 12, 12),
  Y =c(78.5, 74.3, 104.3, 87.6, 95.9, 109.2, 102.7, 72.5,
       93.1,115.9, 83.8, 113.3, 109.4)
)
lm.sol<-lm(Y ~ X1+X2+X3+X4, data=cement)
summary(lm.sol)
lm.step<-step(lm.sol) #逐步回归
drop1(lm.step)