lmSelect.matrix: Best-subset regression

In lmSubsets: Exact Variable-Subset Selection in Linear Regression

Description

Matrix interface to best-variable-subset selection in ordinary linear regression.

Usage

## S3 method for class 'matrix'
lmSelect(formula, y, intercept = TRUE, ...)

Arguments

formula	"matrix"—the model matrix
y	double[]—the model response
intercept	logical[]—if FALSE, remove intercept term
...	forwarded to lmSelect.default()

Details

This is a utility interface. Use the standard formula interface wherever possible.

Value

"lmSelect"—a best-subset regression

See Also

• lmSelect() for the S3 generic

• lmSelect.default() for the standard formula interface

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