HH (version 2.1-3)

lm.regsubsets: Evaluate lm model with highest adjusted $R^2$.

Description

The regsubsets function in the leaps package finds the model with the highest adjusted $R^2$. This function evaluates the full lm object for that model.

Usage

lm.regsubsets(object, model.number, ...)

Arguments

object
An object of class "regsubsets".
model.number
Index number generated by Rcmdr.
...
Other arguments.

Value

  • "lm" object for the selected model.

See Also

lm, regsubsets, bestSubsetsRegressionModel.HH