[R] regsubsets selection criterion

Ingmar Visser I.Visser at uva.nl
Tue Sep 27 15:20:18 CEST 2005


> Is there anyone who can tell me
> on which criterion is based
> the 'regsubsets' function ?

the leaps help page says:

cp or adjr2 or r2 is the value of the chosen model selection statistic for
each model

so each of these can be chosen as the selection statistic using the method
argument

hth, ingmar




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