[R] All possible subset selection?

zhu wang anoy69 at yahoo.com
Thu May 8 02:35:19 CEST 2003


Hello,

I am wondering if there is a function in R to do all
possible subset selection, e.g. using AIC/BIC. It
seems to me the function step can not do all possible
selection.

I am also want to know why the following functions
give me different results. It seems I missed some
points here.

lm <- lm(y ~., data=somedata)
AIC(lm)
extractAIC(lm)

Many thanks,

Zheng Huang




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