[R] Subset Regression Package

Pedro Silva psilva at porto.ucp.pt
Wed Feb 18 13:26:31 CET 2009


Message: 72
Date: Tue, 17 Feb 2009 22:05:46 »„ (UTC)
From: "Hans W. Borchers" <hwborchers at gmail.com>
Subject: Re: [R] Subset Regression Package
To: r-help at stat.math.ethz.ch
Message-ID: <loom.20090217T215556-984 at post.gmane.org>
Content-Type: text/plain; charset=us-ascii

Take also a look at the subselect package that can perform subset
selection in regression (and in several other statistical problems)
using both exact (leaps and bounds algorithm) and heuristic
(simulated annealing, genetic search, etc.) methods.


A. Pedro Duarte Silva

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
Also, 'dr', "Methods for dimension reduction for regression", or  'relaimpo',
"Relative importance of regressors in linear models", can be considered.

> Thanks and regards
> Alex


Esta mensagem (incluindo quaisquer anexos) pode conter informação confidencial ou legalmente protegida para uso exclusivo do destinatário. Se não for o destinatário pretendido da mesma, não deverá fazer uso, copiar, distribuir ou revelar o seu conteúdo (incluindo quaisquer anexos) a terceiros, sem a devida autorização. Se recebeu esta mensagem por engano, por favor informe o emissor, por e-mail, e elimine-a imediatamente. Obrigado.

This message may contain confidential information or pri...{{dropped:6}}

More information about the R-help mailing list