Re: [R] regsubsets selection criterion
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 searching, I learned that ?plot.regsubsets includes an argument scale=c(bic, Cp, adjr2, r2). From this, I infer that you have your choice of these four criteria. hope this helps. spencer graves 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 the 'regsubsets' function ? Thank you. samuel Samuel BERTRAND Doctorant Laboratoire de Biomecanique LBM - ENSAM - CNRS UMR 8005 http://bio-web.paris.ensam.fr 151, bd de l'Hopital 75013 PARIS Tel. +33 (0) 1 44 24 64 53 Fax +33 (0) 1 44 24 63 66 [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Spencer Graves, PhD Senior Development Engineer PDF Solutions, Inc. 333 West San Carlos Street Suite 700 San Jose, CA 95110, USA [EMAIL PROTECTED] www.pdf.com http://www.pdf.com Tel: 408-938-4420 Fax: 408-280-7915 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] regsubsets selection criterion
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 if he feels so inclined. He has already answered this question when it was originally posted. -thomas Thomas Lumley Assoc. Professor, Biostatistics [EMAIL PROTECTED] University of Washington, Seattle __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] regsubsets selection criterion
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 BERTRAND Doctorant Laboratoire de Biomecanique LBM - ENSAM - CNRS UMR 8005 http://bio-web.paris.ensam.fr 151, bd de l'Hopital 75013 PARIS Tel. +33 (0) 1 44 24 64 53 Fax +33 (0) 1 44 24 63 66 [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] regsubsets selection criterion
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, ingmar __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
