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 same value of R^2? I must be making a mistake somewhere but I'm not sure where - could anybody provide a pointer as to what I'm doing wrong? Thanks, ------------------------------------------------------------------- Rajarshi Guha <rxg218 at psu.edu> <http://jijo.cjb.net> GPG Fingerprint: 0CCA 8EE2 2EEB 25E2 AB04 06F7 1BB9 E634 9B87 56EE ------------------------------------------------------------------- If you believe in telekinesis, raise my hand.