Re: [R] model selection using ANOVA

Hi Alina, your approach sounds problematic - you can always get a smaller RSS if you add terms to your model, so your approach will always go for larger models, and you will end up overfitting. Consider information criteria, e.g., AIC or BIC, which "penalize" larger models. References for AIC

[R] model selection using ANOVA

I've created a number of models using lm and now want to pick one with the smallest standard error or the smallest RSS, I can get a list of RSS using anova function, but is the any way I can then select one with the smallest RSS from the list? [[alternative HTML version deleted]]