[R] Estimated coefficients from regsubsets/leaps: where are they?

Guilherme Veiga da Rocha gvrocha at gmail.com
Thu Jun 21 00:54:03 CEST 2007


	Dear all,
	
	I am doing a simulation study to evaluate the performance of subset  
selections for linear regression.

	I need to:
	a) get the coefficients of the variables for each of the models  
selected along the way;
	b) at least get the logical matrix telling me which variables were  
selected at each step (notice that if I have a above, I can get this  
anyway...)
	
	The functions "summary" and "plot" can tell me which variables are  
selected (b above) but the on screen information is useless as I need  
to post-process the results in my simulation.
	I have unsuccessfully tried doing "names(regsubset_return_object)"  
and inspecting each of the fields in the object had anything that  
resembled the information I wanted.
	
	Does anyone knows how to do that?
	
	Thanks a lot,
	
	Guilherme
	
Guilherme Veiga da Rocha
gvrocha at gmail.com



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