[R] Regsubsets statistics

Markus Brugger abzappelmarathon at hotmail.com
Wed Aug 8 20:22:43 CEST 2007

Dear R-help,

I have used the regsubsets function from the leaps package to do subset 
selection of a logistic regression model with 6 independent variables and 
all possible ^2 interactions. As I want to get information about the 
statistics behind the selection output, I´ve intensively searched the 
mailing list to find answers to following questions:

1. What should I do to get the statistics behind the selection (e.g. BIC)? 
summary.regsubsets(object) just returns "*" meaning "in" or " " meaning out.
For the plot function generates BICs, it is obviously that these values must 
be computed and available somewhere, but where? Is it possible to directly 
get AIC values instead of BIC?
2. As to the plot function, I´ve encountered a problem with setting the ylim 
argument. I fear that this (nice!) particular plot function ignores many of 
these additional arguments. How can I nevertheless change this setting?
3. For it is not explicitly mentioned in the manual, can I really use 
regsubsets for logistic regression?

Thanks a lot for your help, I hope these questions aren´t too general.

Best wishes

Markus Brugger

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