fmch: Calculates all subsets where each included covariate is significant.
Description
It sel =TRUE it calls fselect and removes all such subsets which are a subset of some other selected subset. The remaining ones are ordered according to the sum of squared residuals
Usage
fmch(y,x,p0=0.01,q=-1,ind=0,sel=T,inr=T,xinr=F)
Arguments
y
The dependent variable
x
The covariates
p0
Cut-off p-value for significance
q
The number of covarites from which to choose
ind
Indices of subset for which all subsets are to be considered
sel
If TRUE use fselect to removes all subsets of chosen sets
inr
If TRUE to include intercept
xinr
If TRUE intercept already included
Value
nv List of subsets with number of covariates and sum of squared residuals