R help - Jul 2009 - All possible linear models given multiple explaining variables

Hi,
 
I would like to have a script/function (or write one) that can calculate the
linear models for all possible combinations of explaining variables.
Eventually I would like to end up with a data base (or data frame) giving
for each model the R2, R2adj, AIC etc.
Currently I'm a bit stuck while writing my own script using the lm()
function from the base package. Also, I haven't fund any function (yet) that
can do this as well. Perhaps these functions/scripts already exist? I would
be very grateful to any suggestions and thoughts.
 
kind regards,
Thomas

	[[alternative HTML version deleted]]

Have a look at the meifly package, which also includes tools for
visualising the resulting models.
Hadley

On Wed, Jul 22, 2009 at 7:28 AM, Thomas A. Groen<tagroen at gmail.com>
wrote:
> Hi,
>
> I would like to have a script/function (or write one) that can calculate
the
> linear models for all possible combinations of explaining variables.
> Eventually I would like to end up with a data base (or data frame) giving
> for each model the R2, R2adj, AIC etc.
> Currently I'm a bit stuck while writing my own script using the lm()
> function from the base package. Also, I haven't fund any function (yet)
that
> can do this as well. Perhaps these functions/scripts already exist? I would
> be very grateful to any suggestions and thoughts.
>
> kind regards,
> Thomas
>
> ? ? ? ?[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>


-- 
http://had.co.nz/

Thomas A. Groen wrote:
> Hi,
>  
> I would like to have a script/function (or write one) that can calculate
the
> linear models for all possible combinations of explaining variables.
> Eventually I would like to end up with a data base (or data frame) giving
> for each model the R2, R2adj, AIC etc.
> Currently I'm a bit stuck while writing my own script using the lm()
> function from the base package. Also, I haven't fund any function (yet)
that
> can do this as well. Perhaps these functions/scripts already exist? I would
> be very grateful to any suggestions and thoughts.
>  
> kind regards,
> Thomas
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>   
Hi,

Take a look at the step() command.

cheers,
Paul

-- 
Drs. Paul Hiemstra
Department of Physical Geography
Faculty of Geosciences
University of Utrecht
Heidelberglaan 2
P.O. Box 80.115
3508 TC Utrecht
Phone:  +3130 274 3113 Mon-Tue
Phone:  +3130 253 5773 Wed-Fri
http://intamap.geo.uu.nl/~paul