best subset regression in R

Dear All,

Could someone please give some advice the way to do linear modelling via best subset regression in R?...

Yes. Don't do it.

-- Bert

(Very Brief Explanation: Best subset regression was a questionable
approach to parsimonious modeling largely dictated by the
statistical/computing technology available in the 1960's and 70's. It
should by now be abandoned, buried, and forgotten. Use shrinkage
instead. LARS/LASSO (in the glmnet package) are among the
possibilities. Consult your local statistician for help (after making
sure he/she knows about such approaches, as not all do). Frank
Harrell's "Regresiion Modeling Strategies" is a useful starting point
to learn about this.

Thanks,
Kagba
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-- Maimonides (1135-1204)

Bert Gunter
Genentech Nonclinical Biostatistics