myLMfitfunction: BEST SUBSET VARIABLE SELECTION WITH PENALIZATION FOR...
In hansoleorka/myR: Collection of r functions for hansoleorka

Description Usage Arguments Details Value Author(s)

Model selection using the Bayesian information criterion (BIC) and a branc and bound search for the best subset implemented in package leaps.Among the alternative subsets, the subset with lowest BIC are preferred. Furthermore, the selection procedure penalized for collinearity using the variance inflation factor (VIF). The subset with one variable less are iteratively selected if any of the variables in the current subset has a large VIF greater than 5. TODO: implement posibility to change VIF value