[R] Feature selection
i.visser at uva.nl
Sun Apr 20 10:51:27 CEST 2008
leaps or regsubsets in the leaps package does subset regression which
seems to be what you're looking for.
On Apr 19, 2008, at 11:51 PM, Computer- programmer wrote:
> Dear R helpers,
> I'm trying to fit a model for prediction, but I have 18
> variables to choose from. So, my question is what are the methods
> used for choosing the best and smallest subset out of those 18 to
> predict y ? I tried the common ways: std. and corr, multiple
> regression is hard because of all the possibile combinations I have
> to try, so any ideas?
> Thank you,
> [[alternative HTML version deleted]]
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