[R] Explore regression models using R? [Broadcast]

[Liaw, Andy]

I suppose neural nets (e.g., in the nnet package, part of the VR bundle)
sort of fits that description:  It has been shown to have the "universal
approximator" property.  Read MASS4, or Pattern Recognition and Neural
Networks (Ripley, 1996) for details.

I don't know of anything as automated as you seem to want, but I can say
that if there's one, I wouldn't trust it.  There's no Free Lunch after all.

Andy

From: Michael
> 
> Hi all,
> 
> Looking at my data, I decided to try exploring regression 
> models. Is there a function in R that allows me to 
> automatically explore the universe of (almost all) the 
> possible regression models?
> 
> Do general additive models belong to the category of 
> regression models? Is there a function in R includes all of 
> these and does model selection?
> 
> Thanks a lot!
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list 
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
> 
>