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Subset Regression Package

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Subset Regression Package

Alex Roy
Dear all ,
                  Is there any subset regression (subset selection
regression) package in R other than "leaps"?


Thanks and regards

Alex

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Re: Subset Regression Package

Ben Bolker

Alex Roy wrote
Dear all ,
                  Is there any subset regression (subset selection
regression) package in R other than "leaps"?
RSiteSearch("{subset regression}") doesn't turn up much other than special-purpose tools for ARMA models etc..  What does leaps not do that you need it to do?

  Ben Bolker
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Re: Subset Regression Package

Hans W. Borchers-4
In reply to this post by Alex Roy
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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Re: Subset Regression Package

Pedro Silva-8
In reply to this post by Alex Roy
------------------------------

Message: 72
Date: Tue, 17 Feb 2009 22:05:46 � (UTC)
From: "Hans W. Borchers" <[hidden email]>
Subject: Re: [R] Subset Regression Package
To: [hidden email]
Message-ID: <[hidden email]>
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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Re: Subset Regression Package

Alex Roy
Thank you very much for your help

Alex

On Wed, Feb 18, 2009 at 1:26 PM, Pedro Silva <[hidden email]> wrote:

> ------------------------------
>
> Message: 72
> Date: Tue, 17 Feb 2009 22:05:46 퍍 (UTC)
> From: "Hans W. Borchers" <[hidden email]>
> Subject: Re: [R] Subset Regression Package
> To: [hidden email]
> Message-ID: <[hidden email]>
> 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
> >
>
> ***********************
>
> Esta mensagem (incluindo quaisquer anexos) pode conter informa豫o
> confidencial ou legalmente protegida para uso exclusivo do destinat�io. Se
> n� for o destinat�io pretendido da mesma, n� dever�fazer uso, copiar,
> distribuir ou revelar o seu conte�o (incluindo quaisquer anexos) a
> terceiros, sem a devida autoriza豫o. Se recebeu esta mensagem por engano, por
> favor informe o emissor, por e-mail, e elimine-a imediatamente. Obrigado.
>
>
> This message may contain confidential information or pri...{{dropped:6}}
>
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html>
> and provide commented, minimal, self-contained, reproducible code.
>
>
        [[alternative HTML version deleted]]


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