Re: [R] regsubsets selection criterion

2005-09-29 Thread Thomas Lumley
On Thu, 29 Sep 2005, Spencer Graves wrote: > Questions like this are best directed to the package maintainer(s). > From help(package="leaps"), I learned that Thomas Lumley is the author and > maintainer for "leaps"; I'm including him as a 'cc', so he can correct or > add to my comments

Re: [R] regsubsets selection criterion

2005-09-29 Thread Spencer Graves
Questions like this are best directed to the package maintainer(s). From help(package="leaps"), I learned that Thomas Lumley is the author and maintainer for "leaps"; I'm including him as a 'cc', so he can correct or add to my comments if he feels so inclined. After some s

Re: [R] regsubsets selection criterion

2005-09-27 Thread Thomas Lumley
On Tue, 27 Sep 2005, Samuel Bertrand wrote: > Hello, > > I am using the 'regsubsets' function > (from leaps package) > to get the best linear models > to explain 1 variable > from 1 to 5 explanatory variables > (exhaustive search). > > Is there anyone who can tell me > on which criterion is based

Re: [R] regsubsets selection criterion

2005-09-27 Thread Samuel Bertrand
> > Is there anyone who can tell me > > on which criterion is based > > the 'regsubsets' function ? > > Samuel >the leaps help page says: > >cp or adjr2 or r2 is the value of the chosen model selection statistic for >each model > >so each of these can be chosen as the selection statistic using t

Re: [R] regsubsets selection criterion

2005-09-27 Thread Ingmar Visser
> Is there anyone who can tell me > on which criterion is based > the 'regsubsets' function ? the leaps help page says: cp or adjr2 or r2 is the value of the chosen model selection statistic for each model so each of these can be chosen as the selection statistic using the method argument hth,

[R] regsubsets selection criterion

2005-09-27 Thread Samuel Bertrand
Hello, I am using the 'regsubsets' function (from leaps package) to get the best linear models to explain 1 variable from 1 to 5 explanatory variables (exhaustive search). Is there anyone who can tell me on which criterion is based the 'regsubsets' function ? Thank you. samuel Samuel BERTR