[R] all poss. regression

[Thomas Lumley]

On Sat, 10 Apr 2004, Prof Brian Ripley wrote:

> Look at package leaps.  Note that it applies to columns of the
> design matrix and not terms, so can be nonsensical with categorical
> predictors (let alone interactions of such).
>

A reasonable compromise is to run regsubsets() (in leaps) returning the
best hundred or so models of each size, and then refit each model ensuring
that the terms are treated sensibly.   I use this sometimes for variable
screening.

	-thomas