Model selection with BIC

Is there an efficient way to do linear model selection by choosing the model
with the highest BIC from all possible models? 
______________________________________________________________________
Stuart Luppescu         -=-=-  University of Chicago
$(B:MJ8$HCRF`H~$NIc(B        -=-=-  s-luppescu at uchicago.edu
http://www.consortium-chicago.org/people/sl.html
http://musuko.uchicago.edu/pubkey.asc for PGP Public Key
ICQ #21172047  AIM: psycho7070
Certainly the game is rigged.

Don't let that stop you; if you don't bet, you can't win.
                -- Robert Heinlein, "Time Enough For Love"

Sent on 05-Mar-2001 at 10:04:30 with xfmail

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