similar to: help with regsubsets

Displaying 20 results from an estimated 500 matches similar to: "help with regsubsets"

2005 Mar 02
1
Leaps & regsubsets
Hello I am trying to use all subsets regression on a test dataset consisting of 11 trails and 46 potential predictor variables. I would like to use Mallow's Cp as a selection criterion. The leaps function would provide the required output but does not work with this many variables (see below). The alternative function regsubsets should be used, but I am not able to define the function in
2005 May 11
2
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 +
2012 Sep 25
2
Regsubsets model selection
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
2008 Mar 14
1
Forward Selection with regsubsets
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 =
2009 May 20
1
Error with regsubset in leaps package - vcov and all.best option (plus calculating VIFs for subsets)
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)
2012 Jun 01
4
regsubsets (Leaps)
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
2010 Jan 08
0
inclusion of "intercept=FALSE" in regsubsets() in leaps package produces an error
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,
2011 Feb 22
1
regsubsets {leaps}
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
2012 Sep 25
3
Plotting of regsubsets adjr2 values not correct
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"
2011 Dec 29
1
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:
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
2004 Feb 06
0
error message from regsubsets
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
2004 Jan 29
1
a question regarding leaps
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
2009 Mar 11
1
regsubsets() [leaps package] - please share some good examples of use
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
2007 Aug 08
1
Regsubsets statistics
Dear R-help, I have used the regsubsets function from the leaps package to do subset selection of a logistic regression model with 6 independent variables and all possible ^2 interactions. As I want to get information about the statistics behind the selection output, I?ve intensively searched the mailing list to find answers to following questions: 1. What should I do to get the statistics
2005 Sep 27
4
regsubsets selection criterion
Hello, I am using the 'regsubsets' function (from leaps package) to get the best linear models to explain 1 variable from 1 to 5 explanatory variables (exhaustive search). Is there anyone who can tell me on which criterion is based the 'regsubsets' function ? Thank you. samuel Samuel BERTRAND Doctorant Laboratoire de Biomecanique LBM - ENSAM - CNRS UMR 8005
2013 Jun 04
1
How to write a loop in R to select multiple regression model and validate it ?
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
2009 Sep 13
1
Help with Loop Please!
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,
2010 Nov 10
1
p-value from regsubsets
Hi, does anyone know if there is a way to easily extract p-values from the regsubsets() function? Thanks, James Stegen -- 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
2007 Oct 03
0
leaps: regsubsets, formula including interactions
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) >
2010 Nov 10
1
leaps::regsubsets p-value
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