Re: [R] Variable selection based on both training and testing data

ndy > Subject: RE: [R] Variable selection based on both training and testing data > To: "'Jin Minming'" , "r-help@r-project.org" > > Date: Monday, 30 January, 2012, 13:39 > Variable section is part of the > training process-- it chooses the model. 

Re: [R] Variable selection based on both training and testing data

rom: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] On Behalf Of Jin Minming > Sent: Monday, January 30, 2012 8:14 AM > To: r-help@r-project.org > Subject: [R] Variable selection based on both training and > testing data > > Dear all, > > The va

[R] Variable selection based on both training and testing data

Dear all, The variable selection in regression is usually determined by the training data using AIC or F value, such as stepAIC. Is there some R package that can consider both the training and test dataset? For example, I have two separate training data and test data. Firstly, a regression mode