Dear R users,
I'm new in R and couldn't find the solution to this in the postings. I
want
to be able to use the "leaps" package to perform an
"exhaustive" regression.
Most of my variables are categorical with many levels. I'd like to restrict
the candidate subsets to either all levels included or all excluded in the
list. Here's the current and desired output from a dummy example:
#Generate random data
y <- rnorm(n=1000, mean=100, sd=10) #normal distribution
a <- gl(n=4, k=1, length=1000, label=c("F1", "F2",
"F3", "F4"))
b <- gl(n=4, k=3, length=1000, label=c("G1", "G2",
"G3", "G4"))
mydata <- data.frame(y, a, b)
require("leaps")
subsets <- regsubsets(y ~ . , data=mydata, method="exhaustive")
subsets
subset.models <- summary(subsets)$which
subset.models
(Intercept) aF2 aF3 aF4 bG2 bG3 bG4
1 TRUE FALSE FALSE FALSE TRUE FALSE FALSE
2 TRUE FALSE FALSE FALSE TRUE FALSE TRUE
3 TRUE FALSE FALSE FALSE TRUE TRUE TRUE
4 TRUE FALSE TRUE FALSE TRUE TRUE TRUE
5 TRUE TRUE TRUE FALSE TRUE TRUE TRUE
6 TRUE TRUE TRUE TRUE TRUE TRUE TRUE
My desired output is:
(Intercept) aF2 aF3 aF4 bG2 bG3 bG4
3 TRUE FALSE FALSE FALSE TRUE TRUE TRUE
3 TRUE TRUE TRUE TRUE FALSE FALSE FALSE
6 TRUE TRUE TRUE TRUE TRUE TRUE TRUE
Thanks in advance for your help.
Axel.
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