Dear List,
I have been looking into various different regression model
selection strategies, and have read Quinn and Keogh's (2002) advise to
select the best model based on all possible combinations of the multiple
predictors, rather through procedures such as backward, or
forward stepwise selection. I generally use the AIC as a criteria to
select the best model, but now I am looking for a command (such as
stepAIC) that integrates model selection based on lowest AIC using all
possible predictor combinations.
Would you be able to suggest a S-Plus code that achieves
running all possible predictor combinations (potentially including
interactions) for a multiple regression model ?
Any insight would be greatly appreciated.
Regards,
Julia
jlinke.vcf
Description: Card for Julia Linke
|