R help - Oct 2008 - find bayesian information criterion for all variable combinations

Hi,

I have data for one dependent variable and multiple independent variables
y = b0 + b1*x1 + b2*x2 + ...

I want to a list of all models that have some subset of the independents
(just x1 x2, and not x3, etc.) and their corresponding BIC values.  Is there
a pre-existing function that does this?  I saw that you can calculate
individual BIC values using 'lm' and something like

AIC(lm1, k = log(nrow(swiss)))

but, nothing for all combinations.  Thanks.

eric

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eric lee <ericlee100 <at> gmail.com> writes:
> 
> Hi,
> 
> I have data for one dependent variable and multiple independent variables
> y = b0 + b1*x1 + b2*x2 + ...
> 
> I want to a list of all models that have some subset of the independents
> (just x1 x2, and not x3, etc.) and their corresponding BIC values.  Is
there
> a pre-existing function that does this?  I saw that you can calculate
> individual BIC values using 'lm' and something like
> 
> AIC(lm1, k = log(nrow(swiss)))
> 
> but, nothing for all combinations.  Thanks.
> 
> eric
  There is a useful but rather dangerous package
available, not from CRAN, called "dRedging", that will
do this.

http://www.zbs.bialowieza.pl/users/kamil/r/

 USE AT YOUR OWN RISK -- misused, this will lead
you into terrible statistical practices.

  cheers
    Ben Bolker