Re: [R] best subset regression in R

2011-05-04 Thread Bert Gunter
On Wed, May 4, 2011 at 9:47 AM, FMH 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

Re: [R] best subset regression in R

2011-05-04 Thread Frank Harrell
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

Re: [R] best subset regression in R

2011-05-04 Thread Jeremy Miles
On 4 May 2011 09:47, FMH 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. > Google is your friend here: http://www.google.com/search?q=best+subsets+regression+R , and sends me