
Hi all,

I'm doing Multiple linear regression for a data set. However, it takes a lot of time, as I would like to check every possible combination of factors, evalute the results based for instance on their p values, and then choose the best regression model.

So, I wonder if anyone might have a script for that? Or if not, do you have some suggestions how to create such a script?

I've been told there is a similar function in SAS, but I'm not sure how it works. Furthermore, I'm not sure how to deal with the evaluation of the results, are there any other factors I should consider, such as R square etc?

All the best,

Joel
 		 	   		  
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