[R] Regsubsets()

[Prof Brian Ripley]

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On Wed, 11 May 2005, Smit, R. (Robin) (IenT) wrote:

> Dear List members
>
> I am using the regsubsets function to select a few predictor variables
> using Mallow's Cp:
>
>> sel.proc.regsub.full <- regsubsets(CO2 ~ v + log(v) + v.max + sd.v +
> tad + no.stops.km + av.stop.T + a + sd.a + a.max + d + sd.d + d.max +
> RPA + P + perc.stop.T + perc.a.T + perc.d.T + RPS + RPSS + sd.P.acc +
> P.dec + da.acc.1 + RMSACC + RDI + RPSI + P.acc + cov.v + cov.a + cov.d +
> sd.P + sd.v.run + RCS + T + mass.fin, data = DATASET, weights = count,
> nbest = 10, nvmax = 35, method = "exhaustive")
>
> I do however encounter the following warning message which I do not
> understand:
>
>> Reordering variables and trying again:
> Warning messages:
> 1: 14  linear dependencies found in: leaps.setup(x, y, wt = wt, nbest =
> nbest, nvmax = nvmax, force.in = force.in,
> 2: XHAUST returned error code -999 in: leaps.exhaustive(a, really.big
>
>
>
> Could anyone please direct me towards the possible problem and its
> solution?
>
> The DATASET consists of 75 datapoints, 35 numeric predictor variables
> and the weights vector is given by:
>
>> count
> [1] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
> 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
> 1 1 1 1 1
>
>
> Many thanks,
> Robin Smit
>
>
>
>
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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