similar to: Leaps & regsubsets

Dear List members I am using the regsubsets function to select a few predictor variables using Mallow's Cp: > sel.proc.regsub.full <- regsubsets(CO2 ~ v + log(v) + v.max + sd.v + tad + no.stops.km + av.stop.T + a + sd.a + a.max + d + sd.d + d.max + RPA + P + perc.stop.T + perc.a.T + perc.d.T + RPS + RPSS + sd.P.acc + P.dec + da.acc.1 + RMSACC + RDI + RPSI + P.acc + cov.v + cov.a +

Hi, I would like to perform a forward selection procedure on a data set with 6 observations and 10 predictors. I tried to run it with regsubsets (I set nvmax=number of observations) but I keep getting these warning messages: Warning messages: 1: 5 linear dependencies found in: leaps.setup(x, y, wt = weights, nbest = nbest, nvmax = nvmax, 2: nvmax reduced to 5 in: leaps.setup(x, y, wt =

Hi all I am hoping this is just a minor problem, I am trying to implement a best subsets regression procedure on some ecological datasets using the regsubsets function in the leaps package. The dataset contains 43 predictor variables plus the response (logcount) all in a dataframe called environment. I am implementing it as follows: library(leaps)

Hi, I'm new to R and this mailing list, so I will attempt to state 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:

Hi i need to create a model from 250 + variables with high collinearity, and only 17 data points (p = 250, n = 750). I would prefer to use Cp, AIC, and/or BIC to narrow down the number of variables, and then use VIF to choose a model without collinearity (if possible). I realize that having a huge p and small n is going to give me extreme linear dependency problems, but I *think* these model

Hi, I have 12 independent variables and one dependent variable. Now I want to select the best adj. R squared model by using the regsubsets command, so I code: > plot(regsubsets(Gesamt ~ CommunistSocialist + CountrySize + GNI + Lifeexp + Schoolyears + ExpMilitary + Mortality + + PopPoverty + PopTotal + ExpEdu + ExpHealth, data=olympiadaten, nbest=1, nvmax=12), scale='adjr2') Then I

Hello, I have encountered a problem which may be arising from details of my data and or the statistics I am trying to do, or may be arising due to the way leaps works internally. Unfortunately, I am not yet savvy enough to tell why. I can say that this statement works (or at least works to the degree I expect): b <- regsubsets(FUND~.,data=all, intercept=TRUE, nbest=1, nvmax=8, really.big=T,

Hi, I'm using regsubsets from the leaps package to select subsets of variables. I'm calling the function as lp <- regsubsets(x,y,nbest=5,nvmax=9) Then I call plot to see which variables turned up in the models. I use the R^2 scale and see my best model had a R^2 of 0.62. However when I make a linear model using lm() with the same x my R^2 is 0.45. Should'nt I be seeing the

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

Hullo, I am trying to use the leaps package, & keep getting the following error: Error in leaps.setup(x, y, wt = wt, nbest = nbest, nvmax = NCOL(x) + int, : y and x different lengths My data set is attached below. I am rather new to R, & would appreciate any help that could be given. Thanks. http://n4.nabble.com/file/n1755941/lr04.txt lr04.txt -- View this message in context:

I would like to run a loop in R. I have never done this before, so I would be very grateful for your help ! 1. I have a sample set: 25 objects. I would like to draw 1 object from it and use it as a test set for my future external validation. The remaining 24 objects I would like to use as a training set (to select a model). I would like to repeat this process until all 25 objects are used as a

Hi, I’d like to fit one GLM model for each possible combination of inputs (i.e. exhaustive search). The package leaps can help me to generate all possible variable subsets, but I’ll appreciate your guidance as of how to generate one model for each of those possible subsets. I’m new in R! Thanks in advance for your help. library(leaps) subsets <- regsubsets( y ~ . , data=freeny, nbest=100,

Hi, I want to make model selection with regsubsets. My code is: a<-regsubsets(Gesamt ~ CommunistSocialist + CountrySize + GNI + Lifeexp + Schoolyears + ExpMilitary + Mortality + PopPoverty + PopTotal + ExpEdu + ExpHealth, data=olympiadaten, nbest=2) summary(a) plot(a,scale="adjr2") (output attached) The problem is now, that I want to fit the best model again "manually"

Hi, I'm using regsubsets and it works fine when nvmax = 4. However when I go for any value above 4, I get the error: Warning message: XHAUST returned error code -999 in: leaps.exhaustive(a, really.big = really.big) I'm calling regsubsets as: lp <- regsubsets(x,y,nbest=1,nvmax=5,intercept=T,really.big=T, method="exhaustive") x is a data.frame with 40 variables and 277

How would I rewrite my code so that I can implement the use of multicore on an Rstudio server to run regsubsets using the "exhaustive" method? The data has 1200 variables and 9000 obs so the code has been shortened here: model<-regsubsets(price~x + y + z + a + b + ...., data=sample, nvmax=500, method=c("exhaustive")) Our server is a quad core 7.5 gb ram, is that

Hi R-list members, Could somebody explain to me the meaning of the '.' in the formula SumTL~. below? I could not find it in the help pages. I'm guessing it is substituted by v1+v2+v3+.. for all independent variables vi. Furthermore, I would like to add interaction effects to the model, is this also possible with the '.'? > library(leaps) >

Hello dear R-help members, I recently became interested in using biglm with leaps, and found myself somewhat confused as to how to use the two together, in different settings. I couldn't find any example codes for the leaps() package (except for in the help file, and the examples there are not as rich as they could be). That is why I turn to you in case you could share some good tips and

Hello, I have a question about doing ALL possible subsets regression with a general linear model. My goal is to produce cumulative Akaike weights for each of 7 predictor variables-to obtain this I need R to: 1. Show me ALL possible subsets, not just the best possible subsets 2. Give me an AIC value for each model (instead of a BIC value). I have tried to do this in library(RcmdrPlugin.HH),

Hi, does anyone know if there is a way to easily extract p-values from the regsubsets() function? Thanks, James Stegen p.s. this is a reposting due to me not putting in a useful subject heading... -- James C. Stegen NSF Postdoctoral Fellow in Bioinformatics University of North Carolina Chapel Hill, NC 919-962-8795 stegen at email.unc.edu http://www.unc.edu/~stegen/index.html

R version: 2.10.0 platform: i486-pc-linux-gnu I'm trying to perform model selection from a data.frame object (creatively named "data") using the leaps function, and I run across the following error: > leaps(data[,3:7], data[,1], nbest = 10) Error in leaps.setup(x, y, wt = wt, nbest = nbest, nvmax = NCOL(x) + int, : character variables must be duplicated in .C/.Fortran Here is