[R] All possible linear models given multiple explaining variables
Paul Hiemstra
p.hiemstra at geo.uu.nl
Wed Jul 22 17:15:57 CEST 2009
Thomas A. Groen wrote:
> Hi,
>
> I would like to have a script/function (or write one) that can calculate the
> linear models for all possible combinations of explaining variables.
> Eventually I would like to end up with a data base (or data frame) giving
> for each model the R2, R2adj, AIC etc.
> Currently I'm a bit stuck while writing my own script using the lm()
> function from the base package. Also, I haven't fund any function (yet) that
> can do this as well. Perhaps these functions/scripts already exist? I would
> be very grateful to any suggestions and thoughts.
>
> kind regards,
> Thomas
>
> [[alternative HTML version deleted]]
>
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>
Hi,
Take a look at the step() command.
cheers,
Paul
--
Drs. Paul Hiemstra
Department of Physical Geography
Faculty of Geosciences
University of Utrecht
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