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
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