Note that the previous question flagged as a possible duplicate is not a duplicate because the previous question concerns backwards elimination and this question concerns forward entry.
I am currently performing a simulation where I want to show how stepwise regression is a biased estimator. In particular, previous researchers seem to have used one of the stepwise procedure in SPSS (or something identical to it). This involves using the p-value of the F value for r-square change to determine whether an additional variable should be added into the model. Thus, in order for my simulation results to have the most impact I need to replicate the SPSS stepwise regression procedure in R. While R has a number of stepwise procedures (e.g., based on AIC), the ones that I have found are not the same as SPSS.
I have found this function by Paul Rubin. It seems to work, but the input and output of the function is a little strange. I've started tweaking it so that it (a) take a formula as input, (b) returns the best fitting model. The logic of the function is what I'm after.
I have also found this question on backwards stepwise regression. Note that backwards entry is different to forwards entry because backwards entry removes non-significant terms whereas forwards entry adds significant terms.
Nonetheless, it would be great if there was another function in an existing R package that could do what I want.
Is there an R function designed to perform forward entry stepwise regression using p-values of the F change?
Ideally, it could take a DV a set of IVs (either as named variables or as a formula) and a data.frame and would return the model that the stepwise regression selects as "best". For my purposes, there are no issues with inclusion of interaction terms.