
Dear R helpers,
   I'm trying to fit a model for prediction, but I have 18 variables to choose from. So, my question is what are the methods used for choosing the best and smallest subset out of those 18 to predict y ?     I tried the common ways: std. and corr, multiple regression is hard because of all the possibile combinations I have to try, so any ideas?
         Thank you,
              Maha
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