Hi CZ, The methods may not be the same, but you can use lm() for basic linear regression, and glm() for general linear models. Do you have a particular goal or statistical analysis in mind?
Cheers, Josh On Wed, Oct 6, 2010 at 12:50 PM, CZ <cxzh...@ualr.edu> wrote: > > Hello, > > I am working on a variable selection problem and I wonder whether there is > some function or package in R works similar to the 'PROC REG' in SAS? Thank > you. > > Some facts about 'PROC REG': > PROC REG in SAS first composes a crossproducts matrix. The matrix can be > calculated from input data, reformed from an input correlation matrix, or > read in from an SSCP data set. For each model, the procedure selects the > appropriate crossproducts from the main matrix. The normal equations formed > from the crossproducts are solved by using a sweep algorithm (Goodnight > 1979). The method is accurate for data that are reasonably scaled and not > too collinear. > > The sweep algorithm is also used in many places in the model-selection > methods and the RSQUARE method uses the leaps-and-bounds algorithm by > Furnival and Wilson (1974). > > Thanks. > > Thanks. > CZ > > -- > View this message in context: > http://r.789695.n4.nabble.com/Does-R-have-function-package-works-similar-to-SAS-s-PROC-REG-tp2965657p2965657.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Joshua Wiley Ph.D. Student, Health Psychology University of California, Los Angeles http://www.joshuawiley.com/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.