2020
DOI: 10.18637/jss.v093.i03
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lmSubsets: Exact Variable-Subset Selection in Linear Regression for R

Abstract: An R package for computing the all-subsets regression problem is presented. The proposed algorithms are based on computational strategies recently developed. A novel algorithm for the best-subset regression problem selects subset models based on a predetermined criterion. The package user can choose from exact and from approximation algorithms. The core of the package is written in C++ and provides an efficient implementation of all the underlying numerical computations. A case study and benchmark results illu… Show more

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Cited by 13 publications
(7 citation statements)
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“…All analyses were conducted in R version 3.5.3 (Free Software Foundation). Best subset selection was performed using the function lmSubsets() in the package lmSubsets ( 61 ). Given the exploratory nature of these analyses, we prespecified in our statisical analysis plan that we would not account for multiple comparisons when reporting P values or CIs.…”
Section: Methodsmentioning
confidence: 99%
“…All analyses were conducted in R version 3.5.3 (Free Software Foundation). Best subset selection was performed using the function lmSubsets() in the package lmSubsets ( 61 ). Given the exploratory nature of these analyses, we prespecified in our statisical analysis plan that we would not account for multiple comparisons when reporting P values or CIs.…”
Section: Methodsmentioning
confidence: 99%
“…To speed up, Furnival and Wilson (1974) introduced a well-known branch-and-bound algorithm with an efficient updating strategy for LMs, which was later implemented by R packages such as the leaps (Lumley and Miller 2017) and the bestglm (McLeod and Xu 2010). Hofmann, Gatu, Kontoghiorghes, Colubi, and Zeileis (2020) proposed an exact variable-subset selection algorithm for linear regression and implemented it in R package lmSubsets. Yet for GLMs, a simple exhaustive screen is undertaken in bestglm.…”
Section: Introductionmentioning
confidence: 99%
“…In doing so, it also allows the identification of samples that do not have comparable estimates by competing models. The all-possible-subsets regression analysis was implemented using lmSubsets package [74] for R [75]. Table 2 lists the variables of the model that returned the smallest AIC value per GLCM and window size.…”
Section: Discussionmentioning
confidence: 99%