[R] Forward Selection with regsubsets

From: <wkoh_at_bigred.unl.edu>
Date: Fri, 14 Mar 2008 10:52:37 -0500


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 = weights, nbest = nbest, nvmax = nvmax,

I think the problem was due to inadequate observations, is there any way to perform subset selection in R if the number of observations are less than the predictors?

Thanks!

Woonyuen



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