The accepted answer already mentions the ADDLOCAL property, but seems to imply that you can select only one feature. You can actually select multiple features by seperating them by commas like this:
msiexec /i install.msi ADDLOCAL=Feature1,Feature2
or
msiexec /i install.msi ADDLOCAL=Feature2,Feature3
Another hint: you can discover these feature names by opening the msi with orca. This is very useful when you want to use these tricks to create a bootstrapper that installs certain features of thirdparty msi packages.