lmSubsets (version 0.5-2)

lmSelect.lmSubsets: Best-subset regression

Description

Coerce an all-subsets regression.

Usage

# S3 method for lmSubsets
lmSelect(formula, penalty = "BIC", ...)

Arguments

formula

"lmSubsets"---an all-subsets regression

penalty

double, character, "function"---penalty per model parameter

...

ignored

Value

"lmSelect"---a best-subset regression

Details

Computes a best-subset regression from an all-subsets regression.

See Also

• lmSelect() for the S3 generic

• lmSubsets() for all-subsets regression

Examples

# NOT RUN {
data("AirPollution", package = "lmSubsets")

lm_all <- lmSubsets(mortality ~ ., data = AirPollution, nbest = 20)

lm_best <- lmSelect(lm_all)
lm_best
# }