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lars
2005 Mar 02
2
subset selection for logistic regression
R-packages leaps and subselect implement various methods of selecting best or
good subsets of predictor variables for linear regression models, but they do
not seem to be applicable to logistic regression models.
Does anyone know of software for finding good subsets of predictor variables for
linear regression models?
Thanks.
-Ben
p.s., The leaps package references "Subset Selection