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