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All combinations possible in a mutliple regression

HI,

I hope this helps you,

set.seed(1)
?dat1<-data.frame(X1=rnorm(25,15),X2=rnorm(25,5),X3=runif(25,0.4),X4=rnorm(25,12),Y=rnorm(25,35))
?ColNam<-names(dat1)
?ColNam
#[1] "X1" "X2" "X3" "X4" "Y" 

?ColNam<-ColNam[!ColNam %in% "Y"]
?n<-length(ColNam)
?ColNam
#[1] "X1" "X2" "X3" "X4"

?id1<-unlist(lapply(1:n,function(x)combn(1:n,x,simplify=F)),recursive=F)
f1<-lapply(id1,function(x)
?paste("Y~",paste(ColNam[x],collapse="+")))
res1<- lapply(f1,function(x) lm(as.formula(x),data=dat1))
?summary(res1[[1]])

Call:
lm(formula = as.formula(x), data = dat1)

Residuals:
???? Min?????? 1Q?? Median?????? 3Q????? Max 
-1.46344 -0.78252 -0.08563? 0.68324? 1.49788 

Coefficients:
??????????? Estimate Std. Error t value Pr(>|t|)??? 
(Intercept) 34.26057??? 3.03804? 11.277 7.56e-11 ***
X1?????????? 0.05828??? 0.19991?? 0.292??? 0.773??? 
---
Signif. codes:? 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1 

Residual standard error: 0.9305 on 23 degrees of freedom
Multiple R-squared: 0.003682,??? Adjusted R-squared: -0.03964 
F-statistic: 0.085 on 1 and 23 DF,? p-value: 0.7732 

A.K.



----- Original Message -----
From: zel7223 <jmichel.fortin at hotmail.fr>
To: r-help at r-project.org
Cc: 
Sent: Thursday, August 9, 2012 9:28 AM
Subject: [R] All combinations possible in a mutliple regression

Hi,

I want to use four independent variables to predict the output of one
dependent variable using a linear model lm. I want to compare all possible
combinations of the 4 independent variables, including singles, pairs and
triples.

I was thinking of using the AIC test to compare all models and pick the best
one.

The model looks like this : 

lm(Y ~ X1 + X2 + X3 + X4)

Thanks for your help

Cheers

Jean-Michel Fortin
UOttawa



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