leaps or regsubsets in the leaps package does subset regression which seems to be what you're looking for. hth, Ingmar
On Apr 19, 2008, at 11:51 PM, Computer- programmer wrote: > > Dear R helpers, > I'm trying to fit a model for prediction, but I have 18 > variables to choose from. So, my question is what are the methods > used for choosing the best and smallest subset out of those 18 to > predict y ? I tried the common ways: std. and corr, multiple > regression is hard because of all the possibile combinations I have > to try, so any ideas? > Thank you, > Maha > _________________________________________________________________ > > > _WL_Refresh_messenger_video_042008 > [[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. ______________________________________________ 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.
