Regression Subset Selection

Regression subset selection, including exhaustive search.


2.9 improved documentation for summary.regsubsets

 added coef(), vcov() methods for regsubsets.

2.8 Added regsubsets() method for biglm objects.

Reference manual

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3.1 by Thomas Lumley, 2 years ago

Browse source code at

Authors: Thomas Lumley based on Fortran code by Alan Miller

Documentation:   PDF Manual  

Task views: Chemometrics and Computational Physics, Statistics for the Social Sciences

GPL (>= 2) license

Suggests biglm

Imported by ERSA, FactoMineR, HH, LPRelevance, TSA, cNORM, fdm2id, lessR, lidaRtRee, mcb, meifly, mixlm, modnets, mplot.

Depended on by ALSM, BACprior, BCEE, BMA, DEMOVA, FitAR, Kpart, R330, bestglm, glmulti, pampe, regclass, speff2trial.

Suggested by DAAG, Rcmdr, RcmdrPlugin.NMBU, STPGA, SenSrivastava, Sleuth2, Sleuth3, broom, car, fscaret, gamclass.

Enhanced by biglm, biglmm.

See at CRAN