Message-ID: <1075419802.2002.15.camel@ra.chem.psu.edu>
Date: 2004-01-29T23:43:22Z
From: Rajarshi Guha
Subject: 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,
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Rajarshi Guha <rxg218 at psu.edu> <http://jijo.cjb.net>
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