[R] Model selection with BIC

[s-luppescu@uchicago.edu]

Is there an efficient way to do linear model selection by choosing the model
with the highest BIC from all possible models? 
______________________________________________________________________
Stuart Luppescu         -=-=-  University of Chicago
$(B:MJ8$HCRF`H~$NIc(B        -=-=-  s-luppescu at uchicago.edu
http://www.consortium-chicago.org/people/sl.html
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Certainly the game is rigged.

Don't let that stop you; if you don't bet, you can't win.
                -- Robert Heinlein, "Time Enough For Love"
>> Sent on 05-Mar-2001 at 10:04:30 with xfmail
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