lmSelect.lmSubsets: Best-subset regression

In lmSubsets: Exact Variable-Subset Selection in Linear Regression

Description

Coerce an all-subsets regression.

Usage

## S3 method for class 'lmSubsets'
lmSelect(formula, penalty = "BIC", ...)

Arguments

formula	"lmSubsets"—an all-subsets regression
penalty	double, character, "function"—penalty per model parameter
...	ignored

Details

Computes a best-subset regression from an all-subsets regression.

Value

"lmSelect"—a best-subset regression

See Also

• lmSelect() for the S3 generic

• lmSubsets() for all-subsets regression

Examples

data("AirPollution", package = "lmSubsets")

lm_all <- lmSubsets(mortality ~ ., data = AirPollution, nbest = 20)

lm_best <- lmSelect(lm_all)
lm_best

lmSubsets documentation built on Feb. 8, 2021, 1:06 a.m.