R help - Oct 2014 - Variable selection from given data

Hi,

I am doing quantile regression of y on a set of 15 explanatory variables x1,
x2,....x15. I want to run 15 regression models where in the i-th model, y would
be regressed on all x variables except x-i. Then I would compare the results. At
this point, I donot know how to create the 15 data sets by dropping the
individual x variables. Any help to create the corresponding data sets would be
appreciated. I am new to R or general coding.
Thanks,
Preetam
	[[alternative HTML version deleted]]

Untested and with the presumption that you have the appropriate package loaded:

sapply(1:15, function(x) qr(y ~ ., df[-grep(paste0(?x?,i)]) )

> On Oct 30, 2014, at 11:14 PM, Preetam Pal <lordpreetam at gmail.com>
wrote:
> 
> Hi,
> 
> I am doing quantile regression of y on a set of 15 explanatory variables
x1, x2,....x15. I want to run 15 regression models where in the i-th model, y
would be regressed on all x variables except x-i. Then I would compare the
results. At this point, I donot know how to create the 15 data sets by dropping
the individual x variables. Any help to create the corresponding data sets would
be appreciated. I am new to R or general coding.
> Thanks,
> Preetam
> 	[[alternative HTML version deleted]]
> 
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
The posting guide requests that you learn to post in plain text.
> and provide commented, minimal, self-contained, reproducible code.
? and provide an example to get tested code.


David Winsemius, MD
Alameda, CA, USA