9_BestSub: Automatic Search Procedures for Model Selection; Best Subsets...

In ALSM: Companion to Applied Linear Statistical Models

Description

best subsets according to a specified criterion are identified without requiring the fitting of all of the possible subset regression models.

Usage

BestSub(x,y,method=c('r2','r2adj','sse','cp','press','aic','sbc'),num=2)

Arguments

x	matrix of predictors
y	response vector
method	best subsets according to this specified criterion. R2,R2adj,sse,cp,press,aic and sbc.
num	number of best subset model per number of predictor variable.

References

Michael H. Kutner; Christopher J. Nachtsheim; John Neter; William Li. Applied Linear Statistical Models Fifth Edition.chapter 9

Examples

## page 363
library("leaps")
BestSub(SurgicalUnit[,1:8],SurgicalUnit[,10],method='r2',num=2)

ALSM documentation built on May 2, 2019, 10:19 a.m.