summary: Summarize 'lmSubsets' and 'lmSelect' objects

In lmSubsets: Exact linear subset regression

Description

Summary methods for objects of class lmSubsets and lmSelect.

Usage

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

Arguments

object	An object of class lmSubsets or lmSelect.
penalty	Penalty per parameter.
...	Ignored.

Details

The summary methods for lmSubsets and lmSelect objects evaluate the AIC given the desired penalty for all computed submodels.

Value

An object of class summary.lmSubsets or summary.lmSelect.

See Also

lmSubsets, methods.

Examples

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

## fit all subsets
all.AirPoll <- lmSubsets(mortality ~ ., data = AirPollution, nbest = 10)

## summarize (AIC)
summary(all.AirPoll, penalty = "AIC")

## fit best subsets (BIC)
best.AirPoll <- lmSelect(mortality ~ ., data = AirPollution, nbest = 10)

## summarize
summary(best.AirPoll, penalty = list("AIC", 3, "BIC", 5))

lmSubsets documentation built on May 31, 2017, 3:55 a.m.