Thank you very much for your help
Alex
On Wed, Feb 18, 2009 at 1:26 PM, Pedro Silva <psi...@porto.ucp.pt> wrote:
> ------------------------------
>
> Message: 72
> Date: Tue, 17 Feb 2009 22:05:46 í (UTC)
> From: "Hans W. Borchers" <hwborch...@gmail.com>
> Subject: Re: [R] Subset Regression Package
> To: r-h...@stat.math.ethz.ch
> Message-ID: <loom.20090217t215556-...@post.gmane.org>
> Content-Type: text/plain; charset=us-ascii
>
> Take also a look at the subselect package that can perform subset
> selection in regression (and in several other statistical problems)
> using both exact (leaps and bounds algorithm) and heuristic
> (simulated annealing, genetic search, etc.) methods.
>
> Regards,
>
> A. Pedro Duarte Silva
>
>
> 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
> >
>
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