R help - Sep 1999 - Is there an R-SQUARE function?

Hi there, I realize that this is a bit of a strange question, but here
goes.

In SAS, one can use the REG procedure to carry out a least-squares
regression analysis. By specifying the R-SQUARE option in the SELECTION
command, the program carries out regressions for every combination of
every independant variable against the dependant variable. This is
useful in smaller datasets, though difficult to justify from the
perspective of statistical design.

In this case, I have little choice but to ask if there is a similar
procedure in R to carry out this sort of analysis. Any suggestions would
be greatly appreciated.

Thanks,

Pete

-- 
Pete St. Onge
pete at seul.org
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On Tue, 28 Sep 1999, Pete St. Onge wrote:
> Hi there, I realize that this is a bit of a strange question, but here
> goes.
> 
> In SAS, one can use the REG procedure to carry out a least-squares
> regression analysis. By specifying the R-SQUARE option in the SELECTION
> command, the program carries out regressions for every combination of
> every independant variable against the dependant variable. This is
> useful in smaller datasets, though difficult to justify from the
> perspective of statistical design.

The "leaps" package on CRAN does this.  This is normally called
all-subsets regression rather than R-SQUARE (or, to be fair, "leaps")


Thomas Lumley
Assistant Professor, Biostatistics
University of Washington, Seattle


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