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leap
2002 Feb 12
1
Best Subsets regression
...lues.
To mimic the output of Minitab's
MTB > BReg 'Fertility' 'Agriculture'-'Infant.Mortality' ;
SUBC> NVars 1 5;
SUBC> Best 5;
SUBC> Constant.
I need to go
data(swiss)
leapa <-leaps(as.matrix(swiss[,-1]),swiss[,1],method="Cp", nbest=5)
leapb <-leaps(as.matrix(swiss[,-1]),swiss[,1],method="adjr2", nbest=5)
leapc <-leaps(as.matrix(swiss[,-1]),swiss[,1],method="r2", nbest=5)
best <- cbind(leapc$r2,leapb$adjr2,leapa$Cp,leapa$which)
colnames(best) <- c( "R.Sq", "Adj.R.Sq","Cp",&q...