[R] regsubsets {leaps}

fgg fabio_ufes at hotmail.com
Tue Feb 22 02:22:12 CET 2011


Hi, 

I'd like to run regsubsets for model selection by exhaustive search. I have
a list with 20 potential explanatory variables, which represent the real and
the imaginary parts of 10 "kinds" of complex numbers:

x <- list(r1=r1, r2=r2, r3=r3, ..., r10=r10, i1=i1, i2=i2, i3=i3, ...,
i10=i10)

Is there an easy way to constrain the model search so that "r"s and "i"s are
treated as pairs that should always appear together in the models? i.e., in
a way where only models like these:

y ~ r1, i1 
y ~ r3, i3, r8, i8
y ~ r1, i1, r4, i4, r5, i5

are considered in the search, and models like the ones below are not:

y ~ r1, i8
y ~ r1, r3
y ~  r9, i5, i7

Sorry if this isn't very clear! 

Thanks
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