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myport
2001 Mar 28
4
efficiency and "forcing" questions
Dear R listers --
The program below does the following tasks:
1. It creates a file (wintemp4) that is a subset of alldata4 consisting of
"winner" records in 50 industry groups (about 5400 obs);
2. It defines a function (myppr1) that runs the ppr function in modreg
once to generate goodness of fit (sum of squared errors) measures by number
of terms included in model and then reruns ppr using the number of terms
with the lowest sum of squared errors.
3. It grinds through a loop, subsetting wintemp4 by group and running
m...