Hi,

I’d like to fit one GLM model for each possible combination of inputs (i.e.
exhaustive search).  The package leaps can help me to generate all possible
variable subsets, but I’ll appreciate your guidance as of how to generate
one model for each of those possible subsets. I’m new in R! Thanks in
advance for your help.

library(leaps)

subsets <- regsubsets( y ~ . , data=freeny, nbest=100, nvmax=5,

method="exhaustive", really.big=T)

subset.models <- summary(subsets)$which

now fit one lm for each possible combination of variables.

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