lmSubsets-package {lmSubsets}

Package lmSubsets

Description

Variable-subset selection in ordinary linear regression.

Author(s)

• Marc Hofmann ([e-mail])

• Cristian Gatu ([e-mail])

• Erricos J. Kontoghiorghes ([e-mail])

• Ana Colubi ([e-mail])

• Achim Zeileis ([e-mail])

References

Hofmann M, Gatu C, Kontoghiorghes EJ, Colubi A, Zeileis A (2020). lmSubsets: Exact variable-subset selection in linear regression for R. Journal of Statistical Software, 93, 1–21. doi: 10.18637/jss.v093.i03.

Hofmann M, Gatu C, Kontoghiorghes EJ (2007). Efficient algorithms for computing the best subset regression models for large-scale problems. Computational Statistics \& Data Analysis, 52, 16–29. doi: 10.1016/j.csda.2007.03.017.

Gatu C, Kontoghiorghes EJ (2006). Branch-and-bound algorithms for computing the best subset regression models. Journal of Computational and Graphical Statistics, 15, 139–156. doi: 10.1198/106186006x100290.

See Also

Home page: https://github.com/marc-hofmann/lmSubsets.R