[R] Power set

Spencer Graves spencer.graves at pdf.com
Fri May 27 14:25:47 CEST 2005

Hi, Laura:

	  Have you considered "regsubsets" in library(leaps)?  Also, have you 
done an R site search "www.r-project.org" -> search -> "R site search" 
for something like "all subsets regression"?

	  Consistent with Frank Harrell's comment, comments, I suggest you 
randomly permute your response variable a hundred or a thousand times 
and count how many times the procedure finds a non-null model.  This 
might help you calibrate the procedure.  The archives include an email 
from Frank Harrell citing two relevant articles.

	  Hope this helps.
	  spencer graves	

Frank E Harrell Jr wrote:

> Laura Holt wrote:
>> Hi again!
>> I have a data.frame with the columns y, x1, x2, x3.
>> I would like to fit linear models with one variable at a time,
>> then 2 variables at a time, and then 3.
>> Makes me think of a power set.
> Makes me think of irreproducible results if you use the output to select 
> a single model  :-)
> Frank Harrell
>> Anyhow, is there a function to produce the right hand side of the 
>> formulas, please?
>> thanks,
>> Laura Holt
>> mailto: lauraholt_983 at hotmail.com
>> R Version 2.1.0 Windows

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