[R] p-value from regsubsets

[Greg Snow]

What hypothesis do you expect the p-values to be testing?

What you would get from regsubsets is unlikely to test any hypothesis of interest.  

If you really feel the need for p-values then the safest approach is probably the function SnowsCorrectlySizedButOtherwiseUselessTestOfAnything in the TeachingDemos package.

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of James Stegen
> Sent: Wednesday, November 10, 2010 8:31 AM
> To: r-help at r-project.org
> Subject: [R] p-value from regsubsets
> 
> Hi, does anyone know if there is a way to easily extract p-values from
> the regsubsets() function?
> Thanks,
> James Stegen
> 
> --
> James C. Stegen
> NSF Postdoctoral Fellow in Bioinformatics
> University of North Carolina
> Chapel Hill, NC
> 919-962-8795
> stegen at email.unc.edu
> http://www.unc.edu/~stegen/index.html
> 
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