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.
a question regarding leaps
2 messages · Rajarshi Guha, John Fox
Dear Rajarshi,
At 06:43 PM 1/29/2004 -0500, Rajarshi Guha wrote:
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?
It's hard to know exactly from your description what the source of the problem is, but I'd guess that it's due to missing data: That is, the models fit by regsubsets() likely removed observations that were present when you fit the model by lm(). If this is the case, then you could make the two results consistent by filtering the missing data before using lm(). I hope that this helps, John ----------------------------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario, Canada L8S 4M4 email: jfox at mcmaster.ca phone: 905-525-9140x23604 web: www.socsci.mcmaster.ca/jfox