[R] Is there an R-SQUARE function?

Thomas Lumley thomas at biostat.washington.edu
Wed Sep 29 02:22:34 CEST 1999

On Tue, 28 Sep 1999, Pete St. Onge wrote:

> Hi there, I realize that this is a bit of a strange question, but here
> goes.
> In SAS, one can use the REG procedure to carry out a least-squares
> regression analysis. By specifying the R-SQUARE option in the SELECTION
> command, the program carries out regressions for every combination of
> every independant variable against the dependant variable. This is
> useful in smaller datasets, though difficult to justify from the
> perspective of statistical design.

The "leaps" package on CRAN does this.  This is normally called
all-subsets regression rather than R-SQUARE (or, to be fair, "leaps")

Thomas Lumley
Assistant Professor, Biostatistics
University of Washington, Seattle

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