http://www.stat.umn.edu/geyer/5102/highway.datare taken from the book Applied Linear Regression, by Weisberg. They are originally from a masters paper in civil engineering. The data are on the automobile accident rate and 13 other variables on 39 sections of large highways in Minnesota in 1973.
| RATE | automobile accidents per million vehicle miles |
| LEN | length of the highway segment in miles |
| ADT | average daily traffic in thousands of vehicles (estimated) |
| TRKS | truck volume as a percent of total volume |
| SLIM | speed limit |
| LWID | lane width in feet |
| SHLD | outer shoulder width in feet |
| ITG | number of freeway-type interchanges per mile in the segment |
| SIGS | number of signalized interchanges per mile in the segment |
| ACPT | number of access points per mile in the segment |
| LANE | number of lanes (both directions) |
| FAI | one indicates federal aid highway (otherwise zero) |
| PA | one indicates principal arterial highway (otherwise zero) |
| MA | one indicates major arterial highway (otherwise zero) |
We want to use this data set as an example for all subsets regression. The commands
y <- RATE x <- as.matrix(X[ , -1])will give you a response vector y and a design matrix x for these data (if you have read the data set into Rweb from the URL). Then you can follow Section 12.7 of the notes.