search for: regubsets

...iables and trying again" the R^2 for a model chosen by regsubsets does not match the R^2 I get from fitting the same model using the usual linear model function (lm). If I don't get the "Reordering variables and trying again" message, I don't have any problems with R^2 (i.e. regubsets and lm match). Just for example, suppose the best 1-variable model chosen by regsubsets gives me an R^2 of 0.665. Fitting that same model using lm gives me an R^2 of 0.6317. Does anyone have any insight on why this may be happening? [[alternative HTML version deleted]]