[R] Selecting Best Regression Equation
wildscop at yahoo.com
Mon Apr 5 16:02:54 CEST 2004
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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