R Tutorial 13: Variable Selection and Best Subsets Selection (regsubsets)

This video is going to show how to perform variable selection and best subsets selection using regsubsets() in R. Measures include R-squared, Adjusted R-Squared, Residual Sum of Squares, Mellow's Cp, BIC. Also you can define whether using forward of backward selection under different measures. Finally, we can use validation set approach and cross-validation approach to increase precision.

This is a lab section from the book called An Introduction to Statistical Learning with Applications in R. All R codes and comments below belong to the book and authors. Check out their book, which is really good!

Reference:James, Gareth, et al. An introduction to statistical learning. NewYork: springer, 2013.

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