All possible linear models given multiple explaining variables
Thomas A. Groen wrote:
Hi, I would like to have a script/function (or write one) that can calculate the linear models for all possible combinations of explaining variables. Eventually I would like to end up with a data base (or data frame) giving for each model the R2, R2adj, AIC etc. Currently I'm a bit stuck while writing my own script using the lm() function from the base package. Also, I haven't fund any function (yet) that can do this as well. Perhaps these functions/scripts already exist? I would be very grateful to any suggestions and thoughts. kind regards, Thomas [[alternative HTML version deleted]]
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Hi, Take a look at the step() command. cheers, Paul
Drs. Paul Hiemstra Department of Physical Geography Faculty of Geosciences University of Utrecht Heidelberglaan 2 P.O. Box 80.115 3508 TC Utrecht Phone: +3130 274 3113 Mon-Tue Phone: +3130 253 5773 Wed-Fri http://intamap.geo.uu.nl/~paul