[R] Feature selection

From: Computer- programmer <savanna3000_at_hotmail.com>
Date: Sat, 19 Apr 2008 15:51:21 -0600

Dear R helpers,

   I'm trying to fit a model for prediction, but I have 18 variables to choose from. So, my question is what are the methods used for choosing the best and smallest subset out of those 18 to predict y ?     I tried the common ways: std. and corr, multiple regression is hard because of all the possibile combinations I have to try, so any ideas?
         Thank you,
              Maha

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