Re: [R] Applying lm to data with combn

From: AliR <aaliraja_at_gmail.com>
Date: Sat, 9 Feb 2008 14:51:42 -0800 (PST)

Thank you, can you suggest wht is the shortest way to store the combination with min residual error term?

AliR wrote:
>
> http://www.nabble.com/file/p15359204/test.data.csv
> http://www.nabble.com/file/p15359204/test.data.csv test.data.csv
>
> Hi,
>
> I have used apply to have certian combinations, but when I try to use
> these combinations I get the error
> [Error in eval(expr, envir, enclos) : object "X.GDAXI" not found]. being a

> novice I donot understand that after applying combination to the data I
> cant access it and use lm on these combinations. The data frame either is
> no longer a matrix, how can I access the data and make it work for lm!!
>
> Any help please!
>
>
>
>
>
>
> fruit = read.csv(file="test.data.csv",head= TRUE, sep=",")# read it in

> matrix format
>
> #fruit =read.file(row.names=1)$data
>
> mD =head(fruit[, 1:5])# only first five used in combinations
> #X.SSMII = head(fruit[, 6])# Keep it for referebce
> nmax = NULL
> n = ncol(mD)# dont take the last column for reference purpose
> if(is.null(nmax)) nmax = n
>
> mDD = apply(combn(5, 1),1, FUN= function(y) mD[, y])# to
>
>
>
> fg = lm( X.SSMII ~ X.GDAXI + X.FTSE + X.FCHI + X.IBEX, data = mDD )#
> regress on combos
>
> s = cbind(s, Residuals = residuals(fg))# take residuals
>
> print(mD)
>
>

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