Lucas
This problem is very old --- older than keypunches. There are several
methods for selecting variables (forward, backwards, both, all subsets)
using a variety of criteria (p-values, R^2, adjusted R^2, Cp, AIC, BIC,
and more). Be sure you understand the methods, especially the tendency to
overfit. I use the BIC --- the function is stepAIC with parameter k =
log(sample size) from the MASS package.
Joe
[[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.
