[R] best subset regression in R

Frank Harrell f.harrell at vanderbilt.edu
Thu May 5 00:39:28 CEST 2011


Beware - this approach is a statistical train wreck.  Been there, done that. 
If all you want is "an" answer it will save you a lot of time thinking,
however.
Frank


FMH-4 wrote:
> 
> Dear All,
>  
> Could someone please give some advice the way to do linear modelling via
> best subset regression in R? I'd really appreciate for your kindness.
>  
> Thanks,
> Kagba
> 	[[alternative HTML version deleted]]
> 
> 
> ______________________________________________
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> and provide commented, minimal, self-contained, reproducible code.
> 


-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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