SUBSET: Best Subsets Using Information Criteria

SUBSET: Best Subsets using Information Criteria

SUBSET, written in the matrix language Gauss, is a program that identifies optimal subsets of means or proportions based on independent groups. All possible configurations of ordered subsets of groups are identified and the best model is selected using either the AIC or BIC information criterion. For means, both homogeneous and heterogeneous variance cases are considered. SUBSET offers an alter...

JMASM21: PCIC_SAS: Best Subsets Using Information Criteria

Best Regression Model Using Information Criteria

bestglm: Best Subset GLM

The function bestglm selects the best subset of inputs for the glm family. The selection methods available include a variety of information criteria as well as cross-validation. Several examples are provided to show that this approach is sometimes more accurate than using the built-in R function step. In the Gaussian case the leaps-and-bounds algorithm in leaps is used provided that there are n...

The best parameter subset using the Chebychev curve fitting criterion