search for: meifli

I have spent a fair amount of time looking for a package that is automated to run glm (binomial) regression models with all possible subsets of my independent variables. Something akin to Lumley's "leaps" package, but can be applied to glms, not just lms; or something similar to Stata's brute force "tryem" function? If anyone can point me in the right direction I

Hi! I've been browsing through the last months' archive and I can't find an answer to my question, so here it is (let's hope it's not too obvious): I'm working on extensions of an R library, and I would be very surprised if everyone developing R packages is doing the following, as I do: 1.- Write down a modification of an R file 2.- Exit the current R

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

Hi, Fitting all possible models (GLM) with 10 predictors will result in loads of (2^10 - 1) models. I want to do that in order to get the importance of variables (having an unbalanced variable design) by summing the up the AIC-weights of models including the same variable, for every variable separately. It's time consuming and annoying to define all possible models by hand. Is there a