Re: [R] Power set

From: Spencer Graves <spencer.graves_at_pdf.com>
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 "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: lauraholt_983@hotmail.com
>> R Version 2.1.0 Windows
>
>



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