Multiple regression: best subset

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Multiple regression: best subset

Kornbrot, Diana
Multiple regression: best subset Hi
Does anyone have syntax for ‘best subset’  for linear regression.
Would mucch appreciate as the avaialble options: stepwise etc are not recommended when predictors are correlated [ and min are]
Best

Diana
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Re: Multiple regression: best subset

Jon K Peck
The LINEAR procedure (Analyze > Regression > Automatic Linear Modeling) available in recent versions of Statistics includes best subsets as one of its model selection options.  There is also a user-contributed, R-based best subsets dialog box available from the SPSS Community site in the Extension Commands collection.



Jon Peck (no "h") aka Kim
Senior Software Engineer, IBM
[hidden email]
phone: 720-342-5621




From:        "Kornbrot, Diana" <[hidden email]>
To:        [hidden email],
Date:        10/24/2013 03:42 AM
Subject:        [SPSSX-L] Multiple regression: best subset
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Hi
Does anyone have syntax for ‘best subset’  for linear regression.
Would mucch appreciate as the avaialble options: stepwise etc are not recommended when predictors are correlated [ and min are]
Best

Diana