I am looking for a means for calculating the 1-R^2 ratio for variable selection to mimic the values of PROC VARCLUS in SAS. While there may be better methods for variable selection, we are trying to duplicate published results at this time.
To date, I have been unable to find a way to obtain this value from Hmisc::varclus , stats::hclust and clustvarsel::clustvarsel. Can any of you give me a leg up on a more appropriate package or suggest another means for obtaining the 1-R^2 ratio from the available outputs?
Thank you for your time,
Curt Seeliger, Data Ranger
CSRA, Inc. | Contractor to ORD
[hidden email] 541-754-4638