Plotting of regsubsets adjr2 values not correct
Does your dataset have any missing data? (without a reproducible example we can only guess). If it does then you may be fitting the same model to different subsets of the data between the 2 methods. On Tue, Sep 25, 2012 at 9:03 AM, Maximilian Lklweryc
<maxlklweryc at gmail.com> wrote:
Hi, I want to make model selection with regsubsets. My code is: a<-regsubsets(Gesamt ~ CommunistSocialist + CountrySize + GNI + Lifeexp + Schoolyears + ExpMilitary + Mortality + PopPoverty + PopTotal + ExpEdu + ExpHealth, data=olympiadaten, nbest=2) summary(a) plot(a,scale="adjr2") (output attached) The problem is now, that I want to fit the best model again "manually" and have a look at it, but the value of the adjusted R squared is not the same as in the regsubsets output? This is also the case for the other models, e.g. when I do the simplest model in the graphic: summary(lm(Gesamt~ExpHealth)) I get an adj. R squared of 0.009202 but the plot says something abou 0.14, so it is not correct? I don't know how to solve this problem, any help would be nice, thanks. Also I do not understand, which models are shown there, e.g. the simple model just with an intercept and the variable GNI is not shown in the plot, why?
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