Forward Selection with regsubsets

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?

> library(fortunes)
 > fortune("Yoda")

Evelyn Hall: I would like to know how (if) I can extract some of the
information from the summary of my nlme.
Simon Blomberg: This is R. There is no if. Only how.
    -- Evelyn Hall and Simon 'Yoda' Blomberg
       R-help (April 2005)

You have a number of options.
1 - Doing a site search for relaimpo would be a good start. Read the 
author's related articles first before trying to implement the procedures.
2 - Understanding your data better would help. Are you not curious as 
to what these dependencies are which R tells you about?
3 - Choosing predictors at random would be fast and in the absence of 
any clue about why you are doing this could be a good solution.

Thanks!

Woonyuen

Michael Dewey
http://www.aghmed.fsnet.co.uk