| 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: |