Alex Roy <alexroy2008 <at> gmail.com> writes: > > Dear all , > Is there any subset regression (subset selection > regression) package in R other than "leaps"?
Lars and Lasso are other 'subset selection' methods, see the corresponding packages 'lars' and 'lasso2' and its description in The Elements of Statistical Learning. Also, 'dr', "Methods for dimension reduction for regression", or 'relaimpo', "Relative importance of regressors in linear models", can be considered. > Thanks and regards > > Alex > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
