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2008 May 07
1
help with regsubsets
...ate my question as appropriately as possible. I am running R version 2.7 with Windows XP and have recently been exploring the use of the function regsubsets in the leaps package in order to perform all-subsets regression. So, I'm calling the function as: sub=regsubsets(X,Y,nbest=5,nvmax=maxnv,method="exhaustive",really.big=F) I'm dealing with 14 observations and 23 variables and I'm aware of the linear dependencies that arise in these situations. I also know that regsubsets performs a branch-and-bound algorithm and that at times it is necessary to reorder the variab...