[R] Is there an R-SQUARE function?

[Thomas Lumley]

On Tue, 28 Sep 1999, Pete St. Onge wrote:

> Hi there, I realize that this is a bit of a strange question, but here
> goes.
> 
> In SAS, one can use the REG procedure to carry out a least-squares
> regression analysis. By specifying the R-SQUARE option in the SELECTION
> command, the program carries out regressions for every combination of
> every independant variable against the dependant variable. This is
> useful in smaller datasets, though difficult to justify from the
> perspective of statistical design.


The "leaps" package on CRAN does this.  This is normally called
all-subsets regression rather than R-SQUARE (or, to be fair, "leaps")


Thomas Lumley
Assistant Professor, Biostatistics
University of Washington, Seattle


-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._