[R] fitting of all possible models

[Greg Snow]

You may want to look at the packages 'leaps'.  I don't think it does glm's, but possibly you could modify it to.

Otherwise here is one quick approach (though there are probably better ones):

> apply( expand.grid( c(TRUE,FALSE),c(TRUE,FALSE),c(TRUE,FALSE) ),
+ 1, function(x) as.formula(paste(c('y~1', c('x1','x2','x3')[x]), collapse='+')))

Hope this helps,

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at intermountainmail.org
(801) 408-8111
 
 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Indermaur Lukas
> Sent: Tuesday, February 27, 2007 12:46 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] fitting of all possible models
> 
> Hi,
> Fitting all possible models (GLM) with 10 predictors will 
> result in loads of (2^10 - 1) models. I want to do that in 
> order to get the importance of variables (having an 
> unbalanced variable design) by summing the up the AIC-weights 
> of models including the same variable, for every variable 
> separately. It's time consuming and annoying to define all 
> possible models by hand. 
>  
> Is there a command, or easy solution to let R define the set 
> of all possible models itself? I defined models in the 
> following way to process them with a batch job:
>  
> # e.g. model 1
> preference<- formula(Y~Lwd + N + Sex + YY)                    
>                             
> # e.g. model 2
> preference_heterogeneity<- formula(Y~Ri + Lwd + N + Sex + YY) etc.
> etc.
>  
>  
> I appreciate any hint
> Cheers
> Lukas
>  
>  
>  
>  
>  
> °°° 
> Lukas Indermaur, PhD student 
> eawag / Swiss Federal Institute of Aquatic Science and Technology 
> ECO - Department of Aquatic Ecology
> Überlandstrasse 133
> CH-8600 Dübendorf
> Switzerland
>  
> Phone: +41 (0) 71 220 38 25
> Fax    : +41 (0) 44 823 53 15 
> Email: lukas.indermaur at eawag.ch
> www.lukasindermaur.ch
> 
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