Subject: | XploRe: Learning Guide |
See XploRe: |
Quantlet: | glm06 | |
Description: | Model selection in GLM (linear regression). | |
Download: | glm06.xpl |
library("glm") ; randomize(0) n=200 b=1|2|0|0 p=rows(b) x=normal(n,p) y=x*b+normal(n) ; x=matrix(n)~x opt=glmopt("shm",1,"fix",1|2) g=glmselect("noid",x,y,opt) ; g.best
Subject: | XploRe: Learning Guide |
See XploRe: |