[R] input matrix for leaps algorithm

[CZ]

Hello,

I was trying to use the leaps algorithm for my variable selection.  I tried
different matrices calculated from multiple linear regression, linear
discriminant analysis, and the basic correlation matrix as inputs to the
leaps algorithm.  But I always got the error message - the matrix is not
positive definite.  

I have more variables than the number of observations/samples.  I know this
may be a problem.  But the multiple linear regression in SAS seems to be
able to handle the case when there are more variables than the number of
observations.  I wonder if there is a way I can still do my variable
selection instead of reducing the number of variables.  Or there may be
something wrong with my function calls.  

Thank you. 



-- 
View this message in context: http://r.789695.n4.nabble.com/input-matrix-for-leaps-algorithm-tp2954453p2954453.html
Sent from the R help mailing list archive at Nabble.com.