R help - Apr 2008 - Feature selection

Dear R helpers,
   I'm trying to fit a model for prediction, but I have 18 variables to
choose from. So, my question is what are the methods used for choosing the best
and smallest subset out of those 18 to predict y ?     I tried the common ways:
std. and corr, multiple regression is hard because of all the possibile
combinations I have to try, so any ideas?
         Thank you,
              Maha
_________________________________________________________________


_WL_Refresh_messenger_video_042008
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leaps or regsubsets in the leaps package does subset regression which  
seems to be what you're looking for.
hth, Ingmar

On Apr 19, 2008, at 11:51 PM, Computer- programmer wrote:
>
> Dear R helpers,
>    I'm trying to fit a model for prediction, but I have 18  
> variables to choose from. So, my question is what are the methods  
> used for choosing the best and smallest subset out of those 18 to  
> predict y ?     I tried the common ways: std. and corr, multiple  
> regression is hard because of all the possibile combinations I have  
> to try, so any ideas?
>          Thank you,
>               Maha
> _________________________________________________________________
>
>
> _WL_Refresh_messenger_video_042008
> 	[[alternative HTML version deleted]]
>
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