Re: [R] Power set

From: Spencer Graves <>
Date: Fri 27 May 2005 - 22:25:47 EST

Hi, Laura:

          Have you considered "regsubsets" in library(leaps)? Also, have you done an R site search "" -> 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:
>> R Version 2.1.0 Windows
> mailing list PLEASE do read the posting guide! Received on Fri May 27 22:34:28 2005

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