[R] Selecting Best Regression Equation

[WilDscOp]

Dear all,

	Does R or S-plus or any of their packages provide any command to form any 
of the following procedures to find Best Regression Equation -

	1. 'All Possible Regressions Procedures' (is there any automated command 
to perform 2^p regressions and ordering according to criteria R2(adj), 
mallows Cp, s2- by not setting all the regression models manually),

	2. 'Backward Elimination Procedure' ,

	3. 'Forward Selection Procedure' ,

	4. 'Stepwise Regression Procedure' (as SAS's PROC REG /METHOD = STEPWISE / 
FORWARD / BACKWARD which methods are also available in SPSS) or

	5. 'Best subset selection (as MINITAB's BREG - BEST k command)'.


Any response / help / comment / suggestion / idea / web-link / replies will 
be greatly appreciated.

Thanks in advance for your time.

_______________________

Mohammad Ehsanul Karim <wildscop at yahoo.com>
Institute of Statistical Research and Training
University of Dhaka, Dhaka- 1000, Bangladesh