[R] stepwise regression
tlumley at u.washington.edu
Fri Apr 28 16:11:16 CEST 2006
On Fri, 28 Apr 2006, Jinsong Zhao wrote:
> Dear all,
> I have encountered a problem when perform stepwise regression.
> The dataset have more 9 independent variables, but 7 observation.
The functions in the "leaps" package can do subset selection for data sets
with more variables than observations.
> In R, before performing stepwise, a lm object should be given.
> fm <- lm(y ~ X1 + X2 + X3 + X11 + X22 + X33 + X12 + X13 + X23)
> However, summary(fm) will give:
> Residual standard error: NaN on 0 degrees of freedom
> Multiple R-Squared: 1, Adjusted R-squared: NaN
> F-statistic: NaN on 6 and 0 DF, p-value: NA
> In this situation, step() or stepAIC() will not give any useful information.
> I don't know why SAS could deal with this situation:
> PROC REG;
> MODEL y=X1 X2 X3 X11 X22 X33 X12 X13 X23/SELECTION=STEPWISE;
> Any help will be really appreciated.
> Jinsong Zhao
Thomas Lumley Assoc. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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