Re: [R] regsubsets

2014-03-31 Thread Mohammad Ahmed
..etc.) if Best subset regression do not give satisfactory results. I think it's interesting to   compare between all of them.   On Sunday, March 30, 2014 2:54 PM, Mohammad Ahmed wrote: I am not able to find the criterion under which the best subset model for a certain size is chosen fo

[R] regsubsets

2014-03-30 Thread Mohammad Ahmed
I am not able to find the criterion under which the best subset model for a certain size is chosen for the function regsubsets (leaps package in R) . For leaps function, we can determine the method ( cp,r2 or adj r2). For example, x <- predictors y <- response g <- regsubsets(x,y,nvmax=1,nbest=

[R] Help

2012-11-29 Thread Mohammad Ahmed
Help Please Hello, I want to find the whole hat matrix not only the hat values. Is there anyway that could be extracted from lm function ?. If not, please suggest something else. Direct computations using chol2inv or solve are not stable if t(X)%*%X has   high determinant. In this case lm is sti