regsubsets in leaps
glmnet has lasso etc. too
On Sat 10 Dec 2011 09:54:16 AM CST, JeffND wrote:> So your question is about fitting a regression model for all the subsets of
> predictors? Then there would be
> 2^13 submodesl?
>
> Probably leaps() does what you want. This function does a all-subset
> regresion.
>
>
>
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