How to run lm models using all possible combinations of several variables and a factor

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I suspect the dredge function in the MuMIn package would help you. You specify a “full” model with all parameters you want to include and then run dredge(fullmodel) to get all combinations nested within the full model.

You should then be able to get the coefficients and AIC values from the results of this.

Something like:

require(MuMIn)
data(iris)

globalmodel <- lm(Sepal.Length ~ Petal.Length + Petal.Width + Species, data = iris)

combinations <- dredge(globalmodel)

print(combinations)

to get the parameter estimates for all models (a bit messy) you can then use

coefTable(combinations)

or to get the coefficients for a particular model you can index that using the row number in the dredge object, e.g.

coefTable(combinations)[1]

to get the coefficients in the model at row 1. This should also print coefficients for factor levels.

See the MuMIn helpfile for more details and ways to extract information.

Hope that helps.

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