BestSub {ALSM} | R Documentation |
Automatic Search Procedures for Model Selection; Best Subsets Algorithms
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)
[Package ALSM version 0.2.0 Index]