regsubsets selection criterion
Questions like this are best directed to the package maintainer(s).
From help(package="leaps"), I learned that Thomas Lumley is the author
and maintainer for "leaps"; I'm including him as a 'cc', so he can
correct or add to my comments if he feels so inclined.
After some searching, I learned that "?plot.regsubsets" includes an
argument scale=c("bic", "Cp", "adjr2", "r2"). From this, I infer that
you have your choice of these four criteria.
hope this helps.
spencer graves
Samuel Bertrand wrote:
Hello, I am using the 'regsubsets' function (from leaps package) to get the best linear models to explain 1 variable from 1 to 5 explanatory variables (exhaustive search). Is there anyone who can tell me on which criterion is based the 'regsubsets' function ? Thank you. samuel Samuel BERTRAND Doctorant Laboratoire de Biomecanique LBM - ENSAM - CNRS UMR 8005 http://bio-web.paris.ensam.fr 151, bd de l'Hopital 75013 PARIS Tel. +33 (0) 1 44 24 64 53 Fax +33 (0) 1 44 24 63 66 [[alternative HTML version deleted]]
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