Robin, You may see leaps() (package leaps). It deals with all subsets regression considering several chosen criteria.
beste Regards, Alex models ---------- In�cio da mensagem original ----------- De: [EMAIL PROTECTED] Para: "Smit, Robin" [EMAIL PROTECTED] Cc: [email protected] Data: Thu, 24 Feb 2005 07:15:03 -0500 Assunto: Re: [R] Forward Stepwise regression based on partial F test > Smit, Robin wrote: > > I am hoping to get some advise on the following: > > > > I am looking for an automatic variable selection procedure to reduce the > > number of potential predictor variables (~ 50) in a multiple regression > > model. > > > > I would be interested to use the forward stepwise regression using the > > partial F test. > > I have looked into possible R-functions but could not find this > > particular approach. > > > > There is a function (stepAIC) that uses the Akaike criterion or Mallow's > > Cp criterion. > > In addition, the drop1 and add1 functions came closest to what I want > > but with them I cannot perform the required procedure. > > Do you have any ideas? > > > > Kind regards, > > Robin Smit > > -------------------------------------------- > > Business Unit TNO Automotive > > Environmental Studies & Testing > > PO Box 6033, 2600 JA Delft > > THE NETHERLANDS > > Robin, > > If you are looking for a method that does not offer the best predictive > accuracy and that violates every aspect of statistical inference, you > are on the right track. See > http://www.stata.com/support/faqs/stat/stepwise.html for details. > > -- > Frank E Harrell Jr Professor and Chair School of Medicine > Department of Biostatistics Vanderbilt University > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > __________________________________________________________________________ AntiPop-up UOL - � gr�tis! [[alternative HTML version deleted]] ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
