Questions like this are best directed to the package maintainer(s).
From help(package=leaps), I learned that Thomas Lumley is the author
and maintainer for leaps; I'm including him as a 'cc', so he can
correct or add to my comments if he feels so inclined.
After some
On Thu, 29 Sep 2005, Spencer Graves wrote:
Questions like this are best directed to the package maintainer(s).
From help(package=leaps), I learned that Thomas Lumley is the author and
maintainer for leaps; I'm including him as a 'cc', so he can correct or
add to my comments if he
Hello,
I am using the 'regsubsets' function
(from leaps package)
to get the best linear models
to explain 1 variable
from 1 to 5 explanatory variables
(exhaustive search).
Is there anyone who can tell me
on which criterion is based
the 'regsubsets' function ?
Thank you.
samuel
Samuel
Is there anyone who can tell me
on which criterion is based
the 'regsubsets' function ?
the leaps help page says:
cp or adjr2 or r2 is the value of the chosen model selection statistic for
each model
so each of these can be chosen as the selection statistic using the method
argument
hth,
