[R] Does R have function/package works similar to SAS's 'PROC REG'?

[Joshua Wiley]

Hi CZ,

The methods may not be the same, but you can use lm() for basic linear
regression, and glm() for general linear models.  Do you have a
particular goal or statistical analysis in mind?

Cheers,

Josh

On Wed, Oct 6, 2010 at 12:50 PM, CZ <cxzhang at ualr.edu> wrote:
>
> Hello,
>
> I am working on a variable selection problem and I wonder whether there is
> some function or package in R works similar to the 'PROC REG' in SAS?  Thank
> you.
>
> Some facts about 'PROC REG':
> PROC REG in SAS first composes a crossproducts matrix. The matrix can be
> calculated from input data, reformed from an input correlation matrix, or
> read in from an SSCP data set. For each model, the procedure selects the
> appropriate crossproducts from the main matrix. The normal equations formed
> from the crossproducts are solved by using a sweep algorithm (Goodnight
> 1979). The method is accurate for data that are reasonably scaled and not
> too collinear.
>
> The sweep algorithm is also used in many places in the model-selection
> methods and the RSQUARE method uses the leaps-and-bounds algorithm by
> Furnival and Wilson (1974).
>
> Thanks.
>
> Thanks.
> CZ
>
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-- 
Joshua Wiley
Ph.D. Student, Health Psychology
University of California, Los Angeles
http://www.joshuawiley.com/