[R] all subsets for glm

Dieter Menne dieter.menne at menne-biomed.de
Thu Apr 2 18:38:04 CEST 2009




Harald von Waldow wrote:
> 
> For the purpose of model selection I am looking for a way to
> exhaustively (and efficiently) search for best subsets of predictor
> variables for a logistic regression model.
> 

Of all the dangerous ways of doing this and getting confusing results, gl1ce
in lasso2 should be the least risky.

Dieter


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