-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Wittner, Ben
Sent: 02 March 2005 11:33
To: r-help at lists.R-project.org
Subject: [R] subset selection for logistic regression
R-packages leaps and subselect implement various methods of
selecting best or good subsets of predictor variables for
linear regression models, but they do not seem to be
applicable to logistic regression models.
Does anyone know of software for finding good subsets of
predictor variables for linear regression models?
Thanks.
-Ben
p.s., The leaps package references "Subset Selection in
Regression" by Alan Miller. On page 2 of the 2nd edition of
that text it states the following:
"All of the models which will be considered in this
monograph will be linear; that is they
will be linear in the regression coefficients.Though most
of the ideas and problems carry
over to the fitting of nonlinear models and generalized
linear models (particularly the fitting
of logistic relationships), the complexity is greatly increased."