[R] Subset Regression Package

[Pedro Silva]

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Message: 72
Date: Tue, 17 Feb 2009 22:05:46 »„ (UTC)
From: "Hans W. Borchers" <hwborchers at gmail.com>
Subject: Re: [R] Subset Regression Package
To: r-help at stat.math.ethz.ch
Message-ID: <loom.20090217T215556-984 at post.gmane.org>
Content-Type: text/plain; charset=us-ascii

Take also a look at the subselect package that can perform subset
selection in regression (and in several other statistical problems)
using both exact (leaps and bounds algorithm) and heuristic
(simulated annealing, genetic search, etc.) methods.

Regards,

A. Pedro Duarte Silva


Alex Roy <alexroy2008 <at> gmail.com> writes:

> 
> Dear all ,
>                   Is there any subset regression (subset selection
> regression) package in R other than "leaps"?


Lars and Lasso are other 'subset selection' methods, see the corresponding
packages 'lars' and 'lasso2' and its description in The Elements of Statistical
Learning.
Also, 'dr', "Methods for dimension reduction for regression", or  'relaimpo',
"Relative importance of regressors in linear models", can be considered.


> Thanks and regards
> 
> Alex
>

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