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Message: 72
Date: Tue, 17 Feb 2009 22:05:46 퍍 (UTC)
From: "Hans W. Borchers" <hwborch...@gmail.com>
Subject: Re: [R] Subset Regression Package
To: r-h...@stat.math.ethz.ch
Message-ID: <loom.20090217t215556-...@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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