Erricos J. Kontoghiorghes

Erricos J. Kontoghiorghes

1 packages on CRAN

lmSubsets

cran
99.99th

Percentile

Exact and approximation algorithms for variable-subset selection in ordinary linear regression models. Either compute all submodels with the lowest residual sum of squares, or determine the single-best submodel according to a pre-determined statistical criterion. Hofmann et al. (2020) <10.18637/jss.v093.i03>.