[R] Selecting Best Regression Equation

WilDscOp wildscop at yahoo.com
Mon Apr 5 16:02:54 CEST 2004

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

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