Dear all,
I am doing a simulation study to evaluate the performance of subset
selections for linear regression.
I need to:
a) get the coefficients of the variables for each of the models
selected along the way;
b) at least get the logical matrix telling me which variables were
selected at each step (notice that if I have a above, I can get this
anyway...)
The functions "summary" and "plot" can tell me which variables are
selected (b above) but the on screen information is useless as I need
to post-process the results in my simulation.
I have unsuccessfully tried doing "names(regsubset_return_object)"
and inspecting each of the fields in the object had anything that
resembled the information I wanted.
Does anyone knows how to do that?
Thanks a lot,
Guilherme
Guilherme Veiga da Rocha
[EMAIL PROTECTED]
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