[R] regsubsets selection criterion
Spencer Graves
spencer.graves at pdf.com
Thu Sep 29 18:36:35 CEST 2005
Questions like this are best directed to the package maintainer(s).
From help(package="leaps"), I learned that Thomas Lumley is the author
and maintainer for "leaps"; I'm including him as a 'cc', so he can
correct or add to my comments if he feels so inclined.
After some searching, I learned that "?plot.regsubsets" includes an
argument scale=c("bic", "Cp", "adjr2", "r2"). From this, I infer that
you have your choice of these four criteria.
hope this helps.
spencer graves
Samuel Bertrand wrote:
> Hello,
>
> I am using the 'regsubsets' function
> (from leaps package)
> to get the best linear models
> to explain 1 variable
> from 1 to 5 explanatory variables
> (exhaustive search).
>
> Is there anyone who can tell me
> on which criterion is based
> the 'regsubsets' function ?
>
> Thank you.
>
> samuel
>
>
>
>
>
> Samuel BERTRAND
> Doctorant
> Laboratoire de Biomecanique
> LBM - ENSAM - CNRS UMR 8005
> http://bio-web.paris.ensam.fr
> 151, bd de l'Hopital
> 75013 PARIS
> Tel. +33 (0) 1 44 24 64 53
> Fax +33 (0) 1 44 24 63 66
>
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>
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--
Spencer Graves, PhD
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