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Power set

4 messages · Laura Holt, Frank E Harrell Jr, Spencer Graves +1 more

Laura Holt
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Hi again!

I have a data.frame with the columns y, x1, x2, x3.

I would like to fit linear models with one variable at a time,
then 2 variables at a time, and then 3.

Makes me think of a power set.

Anyhow, is there a function to produce the right hand side of the formulas, 
please?

thanks,
Laura Holt
mailto: lauraholt_983 at hotmail.com
R Version 2.1.0 Windows
Frank E Harrell Jr
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Laura Holt wrote:
Makes me think of irreproducible results if you use the output to select 
a single model  :-)

Frank Harrell

  
    

      
      
    

  


  


      

    

    

      
      

        


  

        

      Spencer Graves
    

    

      
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Hi, Laura:

	  Have you considered "regsubsets" in library(leaps)?  Also, have you 
done an R site search "www.r-project.org" -> search -> "R site search" 
for something like "all subsets regression"?

	  Consistent with Frank Harrell's comment, comments, I suggest you 
randomly permute your response variable a hundred or a thousand times 
and count how many times the procedure finds a non-null model.  This 
might help you calibrate the procedure.  The archives include an email 
from Frank Harrell citing two relevant articles.

	  Hope this helps.
	  spencer graves

        
Frank E Harrell Jr wrote:

        

            

      
      
      
    

  
  


  


      

    

    

      
      

        


  

        

      James W. MacDonald
    

    

      
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Spencer Graves wrote:

        

            

      
      
      
    

        
Or much simpler if you are running R-2.1.0, use RSiteSearch("all subsets 
regression")

Best,

Jim