Re: [R] Variable selection from given data

Untested and with the presumption that you have the appropriate package loaded: sapply(1:15, function(x) qr(y ~ ., df[-grep(paste0(“x”,i)]) ) > On Oct 30, 2014, at 11:14 PM, Preetam Pal wrote: > > Hi, > > I am doing quantile regression of y on a set of 15 explanatory variables x1, > x2,x

[R] Variable selection from given data

Hi, I am doing quantile regression of y on a set of 15 explanatory variables x1, x2,x15. I want to run 15 regression models where in the i-th model, y would be regressed on all x variables except x-i. Then I would compare the results. At this point, I donot know how to create the 15 data se