[R] Variable selection from given data

[Preetam Pal]

Hi,

I am doing quantile regression of y on a set of 15 explanatory variables x1, x2,....x15. I want to run 15 regression models where in the i-th model, y would be regressed on all x variables except x-i. Then I would compare the results. At this point, I donot know how to create the 15 data sets by dropping the individual x variables. Any help to create the corresponding data sets would be appreciated. I am new to R or general coding.
Thanks,
Preetam
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