Re: [R] sub set selection

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Fri 12 Aug 2005 - 00:33:23 EST

On Thu, 11 Aug 2005, Clark Allan wrote:

> hi all
>
> is there a package that undertakes subset selection but BASED ON AIC or
> any other information criteria.
>
> i've seen the "subselect" and the "leaps" package but i have not played
> around with them yet.

The leaps package finds a best model of each size, so all the standard criteria are equivalent. It can report AIC or BIC for each of these models.

         -thomas



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