regsubsets in leaps

glmnet has lasso etc. too

On Sat 10 Dec 2011 09:54:16 AM CST, JeffND wrote:
So your question is about fitting a regression model for all the subsets of
predictors? Then there would be
2^13 submodesl?

Probably leaps() does what you want. This function does a all-subset
regresion.



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