[R] Regsubsets statistics
abzappelmarathon at hotmail.com
Wed Aug 8 20:22:43 CEST 2007
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.
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