hi all is there a package that undertakes subset selection but BASED ON AIC or any other information criteria. i've seen the "subselect" and the "leaps" package but i have not played around with them yet. thanx
sub set selection
5 messages · Clark Allan, Wensui Liu, Thomas Lumley
in what model, glm or gam? I believe you can use aic in both.
On 8/11/05, Clark Allan <Allan at stats.uct.ac.za> wrote:
hi all is there a package that undertakes subset selection but BASED ON AIC or any other information criteria. i've seen the "subselect" and the "leaps" package but i have not played around with them yet. thanx
______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
WenSui Liu, MS MA Senior Decision Support Analyst Division of Health Policy and Clinical Effectiveness Cincinnati Children Hospital Medical Center
just normal linear model: multiple regression in particular
Wensui Liu wrote:
in what model, glm or gam? I believe you can use aic in both. On 8/11/05, Clark Allan <Allan at stats.uct.ac.za> wrote:
hi all is there a package that undertakes subset selection but BASED ON AIC or any other information criteria. i've seen the "subselect" and the "leaps" package but i have not played around with them yet. thanx
______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
-- WenSui Liu, MS MA Senior Decision Support Analyst Division of Health Policy and Clinical Effectiveness Cincinnati Children Hospital Medical Center
check stepAIC in MASS package.
On 8/11/05, Clark Allan <Allan at stats.uct.ac.za> wrote:
hi all is there a package that undertakes subset selection but BASED ON AIC or any other information criteria. i've seen the "subselect" and the "leaps" package but i have not played around with them yet. thanx
______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
WenSui Liu, MS MA Senior Decision Support Analyst Division of Health Policy and Clinical Effectiveness Cincinnati Children Hospital Medical Center
On Thu, 11 Aug 2005, Clark Allan wrote:
hi all is there a package that undertakes subset selection but BASED ON AIC or any other information criteria. i've seen the "subselect" and the "leaps" package but i have not played around with them yet.
The leaps package finds a best model of each size, so all the standard criteria are equivalent. It can report AIC or BIC for each of these models. -thomas