Guilherme Veiga da Rocha
2007-Jun-20 22:54 UTC
[R] Estimated coefficients from regsubsets/leaps: where are they?
Dear all, I am doing a simulation study to evaluate the performance of subset selections for linear regression. I need to: a) get the coefficients of the variables for each of the models selected along the way; b) at least get the logical matrix telling me which variables were selected at each step (notice that if I have a above, I can get this anyway...) The functions "summary" and "plot" can tell me which variables are selected (b above) but the on screen information is useless as I need to post-process the results in my simulation. I have unsuccessfully tried doing "names(regsubset_return_object)" and inspecting each of the fields in the object had anything that resembled the information I wanted. Does anyone knows how to do that? Thanks a lot, Guilherme Guilherme Veiga da Rocha gvrocha at gmail.com