WeiQiang.Li@seagate.com
2005-Mar-02 03:43 UTC
[R] How to force specific variables in all the models using regsubsets
Dear friends, I am trying to use R to do Best Subset Regression, I can not force seldom variables in all the subsets models. R is always giving wrong variables when I include force.in option. For example, I like to include X2 & X4 in all the models, but I always get X2 & X3. Could anyone please help me on this issue? Thanks in advance. x<-rnorm(120) attr(x,'dim')<-c(20,6) x<-data.frame(x) regsubsets(X1~X2+X3+X4+X5,data=x,nbest=2,force.in=c(1,3)) Subset selection object Call: regsubsets.formula(X1 ~ X2 + X3 + X4 + X5, data = x, nbest = 2, force.in = c(1, 3)) 4 Variables (and intercept) Forced in Forced out X2 TRUE FALSE X4 FALSE FALSE X3 TRUE FALSE X5 FALSE FALSE 2 subsets of each size up to 4 Selection Algorithm: exhaustive Best Regards, WeiQiang Li [[alternative HTML version deleted]]