Dear List members I am using the regsubsets function to select a few predictor variables using Mallow's Cp:> sel.proc.regsub.full <- regsubsets(CO2 ~ v + log(v) + v.max + sd.v +tad + no.stops.km + av.stop.T + a + sd.a + a.max + d + sd.d + d.max + RPA + P + perc.stop.T + perc.a.T + perc.d.T + RPS + RPSS + sd.P.acc + P.dec + da.acc.1 + RMSACC + RDI + RPSI + P.acc + cov.v + cov.a + cov.d + sd.P + sd.v.run + RCS + T + mass.fin, data = DATASET, weights = count, nbest = 10, nvmax = 35, method = "exhaustive") I do however encounter the following warning message which I do not understand:> Reordering variables and trying again:Warning messages: 1: 14 linear dependencies found in: leaps.setup(x, y, wt = wt, nbest nbest, nvmax = nvmax, force.in = force.in, 2: XHAUST returned error code -999 in: leaps.exhaustive(a, really.big Could anyone please direct me towards the possible problem and its solution? The DATASET consists of 75 datapoints, 35 numeric predictor variables and the weights vector is given by:> count[1] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 Many thanks, Robin Smit This e-mail and its contents are subject to the DISCLAIMER at http://www.tno.nl/disclaimer/email.html [[alternative HTML version deleted]]
Please DO read the posting guide. You are using a package without mentioning it, and only the package maintainer is likely to understand 2). If really you do not understand 1) please seek local statistical expertise. On Wed, 11 May 2005, Smit, R. (Robin) (IenT) wrote:> Dear List members > > I am using the regsubsets function to select a few predictor variables > using Mallow's Cp: > >> sel.proc.regsub.full <- regsubsets(CO2 ~ v + log(v) + v.max + sd.v + > tad + no.stops.km + av.stop.T + a + sd.a + a.max + d + sd.d + d.max + > RPA + P + perc.stop.T + perc.a.T + perc.d.T + RPS + RPSS + sd.P.acc + > P.dec + da.acc.1 + RMSACC + RDI + RPSI + P.acc + cov.v + cov.a + cov.d + > sd.P + sd.v.run + RCS + T + mass.fin, data = DATASET, weights = count, > nbest = 10, nvmax = 35, method = "exhaustive") > > I do however encounter the following warning message which I do not > understand: > >> Reordering variables and trying again: > Warning messages: > 1: 14 linear dependencies found in: leaps.setup(x, y, wt = wt, nbest > nbest, nvmax = nvmax, force.in = force.in, > 2: XHAUST returned error code -999 in: leaps.exhaustive(a, really.big > > > > Could anyone please direct me towards the possible problem and its > solution? > > The DATASET consists of 75 datapoints, 35 numeric predictor variables > and the weights vector is given by: > >> count > [1] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 > 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 > 1 1 1 1 1 > > > Many thanks, > Robin Smit > > > > > > This e-mail and its contents are subject to the DISCLAIMER at http://www.tno.nl/disclaimer/email.html > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
On Wed, 11 May 2005, Smit, R. (Robin) (IenT) wrote:> Dear List members > > I am using the regsubsets function to select a few predictor variables > using Mallow's Cp: > >> sel.proc.regsub.full <- regsubsets(CO2 ~ v + log(v) + v.max + sd.v + > tad + no.stops.km + av.stop.T + a + sd.a + a.max + d + sd.d + d.max + > RPA + P + perc.stop.T + perc.a.T + perc.d.T + RPS + RPSS + sd.P.acc + > P.dec + da.acc.1 + RMSACC + RDI + RPSI + P.acc + cov.v + cov.a + cov.d + > sd.P + sd.v.run + RCS + T + mass.fin, data = DATASET, weights = count, > nbest = 10, nvmax = 35, method = "exhaustive") > > I do however encounter the following warning message which I do not > understand: > >> Reordering variables and trying again: > Warning messages: > 1: 14 linear dependencies found in: leaps.setup(x, y, wt = wt, nbest > nbest, nvmax = nvmax, force.in = force.in, > 2: XHAUST returned error code -999 in: leaps.exhaustive(a, really.big >The first message means that your variables are linearly redundant (very much so, with 14 linear dependencies in 35 variables). This probably explains the second warning. You need to reduce nvmax: you can't fit any model with more than 35-14=21 variables. The code will work with linear dependencies as long as you set nvmax low enough -- according to Alan Miller's book it was written for situtations with more variables than observations. Try something like nvmax=10, and you will be able to see if there really is a use for models with even as many as 10 variables. -thomas