[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
> 
> 	[[alternative HTML version deleted]]
> 
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-- 
Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
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