[R] Selecting Best Regression Equation

[Christian Schulz]

library(leaps) is imho a starting point.

christian
 

Am Montag, 5. April 2004 16:02 schrieb 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
>
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