[R-sig-eco] model selection AIC

[Dave Hewitt]

> I am a relatively new user of R, and I am trying to select a model via
> all-subsets regression.
> 
> I am curious about the 'leaps' and 'regsubsets' functions in the 'leaps'
> package...
> 
> Is there a way to use AIC as the 'method' in these functions, rather
> than Cp, Rsquared, or adjusted Rsquared? 
> 
> I know you can run AIC on the models that leaps or regsubsets pick after
> the fact, but can you actually make AIC the criterion? 
> 

Hey Paul,

I think the first step with this would be to read Chapter 5, section 5.3 in
Burnham and Anderson (2002; Model Selection and Multimodel Inference).

Although I hesitate to recommend it (because of what is in B&A Ch. 5), what
you seem to be looking for is the step() function in the base stats package.

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