Hello, I am working on a variable selection problem and I wonder whether there is some function or package in R works similar to the 'PROC REG' in SAS? Thank you.
Some facts about 'PROC REG': PROC REG in SAS first composes a crossproducts matrix. The matrix can be calculated from input data, reformed from an input correlation matrix, or read in from an SSCP data set. For each model, the procedure selects the appropriate crossproducts from the main matrix. The normal equations formed from the crossproducts are solved by using a sweep algorithm (Goodnight 1979). The method is accurate for data that are reasonably scaled and not too collinear. The sweep algorithm is also used in many places in the model-selection methods and the RSQUARE method uses the leaps-and-bounds algorithm by Furnival and Wilson (1974). Thanks. Thanks. CZ -- View this message in context: http://r.789695.n4.nabble.com/Does-R-have-function-package-works-similar-to-SAS-s-PROC-REG-tp2965657p2965657.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
