This function is largely superseded as it is accessed through the `$step`

methods
for PM_result and PM_cov objects. There is rarely a need to call it directly
any longer.

## Arguments

- x
A PMcov object which is the

`$data`

field of a PM_cov object- icen
A character vector to summarize covariate values. Default is "median", but can also be "mean".

- direction
The direction for covariate elmination can be "backward" (default), "forward", or "both".

## Value

A matrix with covariates in the rows and parameters in the columns. Values for the matrix are the multi-variate P-values.
A value of `NA`

indicates that the variable was not retained in the final model.

## Details

It will perform stepwise linear regressions on a PM_cov object or
to maintain backwards compatibility on a *PMcov* object made by makeCov.
Every covariate in the model will be tested in a stepwise linear regression for their relationships
to each parameter in the model. Bayesian posterior parameters and individual covariates are used.