Hi, Laura:
Have you considered "regsubsets" in library(leaps)? Also, have you
done an R site search "www.r-project.org" -> search -> "R site search"
for something like "all subsets regression"?
Consistent with Frank Harrell's comment, comments, I suggest you
randomly permute your response variable a hundred or a thousand times
and count how many times the procedure finds a non-null model. This
might help you calibrate the procedure. The archives include an email
from Frank Harrell citing two relevant articles.
Hope this helps.
spencer graves
Frank E Harrell Jr wrote:
Laura Holt wrote:
Hi again!
I have a data.frame with the columns y, x1, x2, x3.
I would like to fit linear models with one variable at a time,
then 2 variables at a time, and then 3.
Makes me think of a power set.
Makes me think of irreproducible results if you use the output to select
a single model :-)
Frank Harrell
Anyhow, is there a function to produce the right hand side of the
formulas, please?
thanks,
Laura Holt
mailto: [EMAIL PROTECTED]
R Version 2.1.0 Windows
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