[R] Subset Regression Package

[Hans W. Borchers]

Alex Roy <alexroy2008 <at> gmail.com> writes:

> 
> Dear all ,
>                   Is there any subset regression (subset selection
> regression) package in R other than "leaps"?


Lars and Lasso are other 'subset selection' methods, see the corresponding
packages 'lars' and 'lasso2' and its description in The Elements of Statistical
Learning.
Also, 'dr', "Methods for dimension reduction for regression", or  'relaimpo',
"Relative importance of regressors in linear models", can be considered.


> Thanks and regards
> 
> Alex
>