On Sat, 10 Apr 2004, Prof Brian Ripley wrote: > Look at package leaps. Note that it applies to columns of the > design matrix and not terms, so can be nonsensical with categorical > predictors (let alone interactions of such). >
A reasonable compromise is to run regsubsets() (in leaps) returning the best hundred or so models of each size, and then refit each model ensuring that the terms are treated sensibly. I use this sometimes for variable screening. -thomas ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html