Hello useRs, I have a Liquid Chromatography data of mixtures. I have a 13 variables which are integrals of peaks, and 40 observations as chromatography samples, and concentrations of subtances as response variablse Y. I am trying to bild the best regression model with MLM and PLS for these data, and athe beginning I want to find out which variables are impotant for model. For this reason I wrote this simple function which start with 2 variables and do +1 in each step in data frame and calculate ar SSE of predicton on Validation data at each model. Also I wrote these functions to select variables: D <- Z[length(Z):(1+i) , F3 <- function (i) { center <- round(length(Z)/2) D <- Z[center:(length(Z)-i)] } F4 <- function (i) { center <- round(length(Z)/2) D <- Z[center:(i)] } F5 <- function (i) { center <- round(length(Z)/2) D <- Z[(center+i):(center-i)] } Is there any function in R to randomize a variable selection from data? My be I should optimeze something in my code below? set.seed (1) X1 <- rnorm(10,sd=0.1) X2 <- rnorm(10,sd=1) X3 <- rnorm(10,sd=0.1) X4 <- rnorm(10,sd=0.1) X5 <- rnorm(10,sd=0.1) Y1 <- seq(0,1.8,0.2) Y2 <- seq(1,1.9,0.1) Z <- data.frame (X1,X2,X3,X4,X5) Y1v <- (1:10) Y2v <- (10:1) X1v <- rnorm(10,sd=0.1) X2v <- rnorm(10,sd=1) X3v <- rnorm(10,sd=0.1) X4v <- rnorm(10,sd=0.1) X5v <- rnorm(10,sd=0.1) Zv <- data.frame (X1v,X2v,X3v,X4v,X5v) Fl <- function (i) {D <- Z[,1:(1+i)] CAL <- data.frame (D,Y1,Y2) MLM <- lm(cbind(Y1,Y2)~., data = CAL) V <- Zv[,1:(1+i)] VAL <- data.frame(V,Y1v,Y2v) PRED <- predict (MLM,VAL) Y2x <- Y2 - PRED[,2] Y1x <- Y1 - PRED[,1] SSEY1 <- sum(Y1x[1:length(V[,2])]^2) SSEY2 <- sum(Y2x[1:length(V[,2])]^2) RES <- data.frame (Vars = structure(dimnames(as.matrix(D))[2],dim =1),SSEY1 = SSEY1, SSEY2 = SSEY2) print (RES) } lapply (1:(length(Z)-1),Fl) Andris Jankevics