regsubsets selection criterion

Is there anyone who can tell me
on which criterion is based
the 'regsubsets' function ?

the leaps help page says:

cp or adjr2 or r2 is the value of the chosen model selection statistic for
each model

so each of these can be chosen as the selection statistic using the method
argument

hth, ingmar

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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 ?

As you get a best model for each size, all the commonly used criteria are 
equivalent. RSS, AIC, BIC, Mallows Cp, adjusted R^2, etc, all give the 
same ordering for models with the same number of predictors.


 	-thomas

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

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

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Spencer Graves, PhD
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	  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.

He has already answered this question when it was originally posted.

 	-thomas

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle