title: Stepwise regression using p-values to drop variables with nonsignificant p-values
body: <p>I want to perform a <strong>stepwise linear Regression</strong> using <strong>p-values</strong> as a selection criterion, e.g.: at each step dropping variables that have the highest i.e. the most insignificant p-values, stopping when all values are significant defined by some threshold <em>alpha</em>.</p>
  
  <p>I am totally aware that I should use the AIC (e.g. command <em>step</em> or <em>stepAIC</em>) or some other criterion instead, but my boss has no grasp of statistics and insist on using p-values.</p>
  
  <p>If necessary, I could program my own routine, but I am wondering if there is an already implemented version of this.</p>