[R] Feature selection

[Ingmar Visser]

leaps or regsubsets in the leaps package does subset regression which  
seems to be what you're looking for.
hth, Ingmar

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,
>               Maha
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