FactoMineR: RegBest – R documentation

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RegBest

Select variables in multiple linear regression

Find an optimal submodel

RegBest(y,x, int = TRUE, wt=NULL, na.action = na.omit,
    method=c("r2","Cp", "adjr2"), nbest=1)

`y`	A response vector
`x`	A matrix of predictors
`int`	Add an intercept to the model
`wt`	Optional weight vector
`na.action`	Handling missing values
`method`	Calculate R-squared, adjusted R-squared or Cp to select the model. By default a the F-test on the r-square is used
`nbest`	number of best models for each set of explained variables (by default 1)

Returns the objects

`all`	gives all the `nbest` best models for a given number of variables
`best`	the best model

data(milk)
res = RegBest(y=milk[,6],x=milk[,-6])
res$best

Multivariate Exploratory Data Analysis and Data Mining

v2.4

GPL (>= 2)

Authors

Francois Husson, Julie Josse, Sebastien Le, Jeremy Mazet

Initial release

2020-12-09