Multiple Linear Regression in R - Automatic Backward Elimination

backward.R

backwardElimination <- function(x, sl) {
  numVars = length(x)
  for (i in c(1:numVars)){
    regressor = lm(formula = Profit ~ ., data = x)
    maxVar = max(coef(summary(regressor))[c(2:numVars), "Pr(>|t|)"])
    if (maxVar > sl){
      j = which(coef(summary(regressor))[c(2:numVars), "Pr(>|t|)"] == maxVar)
      x = x[, -j]
    }
    numVars = numVars - 1
  }
  return(summary(regressor))
}

SL = 0.05
dataset = dataset[, c(1,2,3,4,5)]
backwardElimination(training_set, SL)