[R] experience with nvmax(max size of subsets to examine)

[CZ]

Hello,

I am using regsubsets function in leaps package.  And I did some experiments
with the parameter nvmax(  max size of subsets to examine) and got some
weird observations.  

What I did is:

I used around 100 or about 600 variables and called function
regsubsets(data, nvmax=1...), I got a matrix (summary$which) consists of
only 1-variable models, which is I assumed to get. 

However, when using 1000 or 2000 variables, and calling the same function
(still nvmax=1),  the matrix of summary$which consists of both 2-variable
models and 1-variable models.  I wouldn't expect any models with 2-variables
by setting nvmax=1.  Similarly, when setting nvmax=2 and using more than
1000 variables, I also got models with 3-variables.

It could be my understanding on nvmax is wrong or some other reason.  Does
anyone have some idea on this?  Thank you.

CZ


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