On Wed, May 4, 2011 at 9:47 AM, FMH <kagba2...@yahoo.com> wrote: > Dear All, > > Could someone please give some advice the way to do linear modelling via best > subset regression in R?...
Yes. Don't do it. -- Bert (Very Brief Explanation: Best subset regression was a questionable approach to parsimonious modeling largely dictated by the statistical/computing technology available in the 1960's and 70's. It should by now be abandoned, buried, and forgotten. Use shrinkage instead. LARS/LASSO (in the glmnet package) are among the possibilities. Consult your local statistician for help (after making sure he/she knows about such approaches, as not all do). Frank Harrell's "Regresiion Modeling Strategies" is a useful starting point to learn about this. > > Thanks, > Kagba > [[alternative HTML version deleted]] > > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- "Men by nature long to get on to the ultimate truths, and will often be impatient with elementary studies or fight shy of them. If it were possible to reach the ultimate truths without the elementary studies usually prefixed to them, these would not be preparatory studies but superfluous diversions." -- Maimonides (1135-1204) Bert Gunter Genentech Nonclinical Biostatistics ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
