[R] All subsets weighted regression in R ?
fay_hughes at yahoo.co.uk
Thu Apr 19 09:14:21 CEST 2001
I am currently doing analysis through Splus but am
having severe problems. I am trying to fit all subset
weighted regression to a multivariate data set and get
PRESS statistics, along with Rsquare, Rsquare adjusted
and Mallows Cp for all possible models. Splus, will
give me these statistics but the leaps procedure is
highly sensitive to nearly singular data matrices
(which mine is) and the Rsquare and adjusted Rsquare
values it gives me are biased high (seems to be the
case whenever you use the leaps procedure with
weighted regression). I was wondering whether using R
(I have installed the latest windows verion) will be
able to simplify my life!
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