Hi,
I'd like to run regsubsets for model selection by exhaustive search. I have
a list with 20 potential explanatory variables, which represent the real and
the imaginary parts of 10 "kinds" of complex numbers:
x <- list(r1=r1, r2=r2, r3=r3, ..., r10=r10, i1=i1, i2=i2, i3=i3, ...,
i10=i10)
Is there an easy way to constrain the model search so that "r"s and
"i"s are
treated as pairs that should always appear together in the models? i.e., in
a way where only models like these:
y ~ r1, i1
y ~ r3, i3, r8, i8
y ~ r1, i1, r4, i4, r5, i5
are considered in the search, and models like the ones below are not:
y ~ r1, i8
y ~ r1, r3
y ~ r9, i5, i7
Sorry if this isn't very clear!
Thanks
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