[R] Selecting Best Regression Equation

[Liaw, Andy]

See the package `leap' on CRAN, and ?stepAIC in the package `MASS' (as well
as MASS the book).

Andy

> From: WilDscOp
> 
> Dear all,
> 
> 	Does R or S-plus or any of their packages provide any 
> command to form any 
> of the following procedures to find Best Regression Equation -
> 
> 	1. 'All Possible Regressions Procedures' (is there any 
> automated command 
> to perform 2^p regressions and ordering according to criteria 
> R2(adj), 
> mallows Cp, s2- by not setting all the regression models manually),
> 
> 	2. 'Backward Elimination Procedure' ,
> 
> 	3. 'Forward Selection Procedure' ,
> 
> 	4. 'Stepwise Regression Procedure' (as SAS's PROC REG 
> /METHOD = STEPWISE / 
> FORWARD / BACKWARD which methods are also available in SPSS) or
> 
> 	5. 'Best subset selection (as MINITAB's BREG - BEST k command)'.
> 
> 
> Any response / help / comment / suggestion / idea / web-link 
> / replies will 
> be greatly appreciated.
> 
> Thanks in advance for your time.
> 
> _______________________
> 
> Mohammad Ehsanul Karim <wildscop at yahoo.com>
> Institute of Statistical Research and Training
> University of Dhaka, Dhaka- 1000, Bangladesh
> 
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