On Sat, 15 Oct 2005, Dhiren DSouza wrote: > I posted a message earlier about subset selection. > > I have a data set with 50 variables x1, x2, .... x50 > > x50 is a binary response variable that I would like to predict. Is there a > library I could use to do an exhaustive search for a subset > (forward/backward subset selection) of variables to include in the > regression model. Any help would be greatly appreciated.
?step (as surely help.search() would have shown you), and btw, that is not an `exhaustive search' procedure. Frank Harrell has posted repeatedly on the dangers of unthinking use of such a procedure -- if he does not chime in now, please do look at his posts (and if you have access to it, his book). You have not told us *why* you want to do variable selection (which is a more accurate name for what you are calling `subset' selection), and for most purposes it is not a good idea. Let me second Roger Bivand's comment earlier today: > I would, though, appeal to posters to give those who try to reply to > questions at least a little help, by including an informative signature > block. I know that several helpers are quite unlikely to offer help to someone sending an unsigned letter, for that is what not using a real user name and affiliation amounts to. So, PLEASE give your credentials -- this forum is a free (to the recipients) technical support forum, and that is a privilege that should be respected. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [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
