Dear R-list,

I apologize for my many emails but I think I know how to desctribe my
problem differently and more clearly.

My question is how to compare linear models with intercept and those without
intercept using maximizing adjusted R^2 strategy.

Now I do it like the following:

> library(leaps)
> n=20
> x=matrix(rnorm(n*3),ncol=3)
> b=c(1,2,0)
> intercept=1
> y=x%*%b+rnorm(n,0,1)+intercept
>
> var.selection=leaps(cbind(rep(1,n),x),y,int=F,method="adjr2")
> ##### Choose the model with maximum adjr2
> var.selection$which[var.selection$adjr2==max(var.selection$adjr2),]
    1     2     3     4
 TRUE  TRUE  TRUE FALSE


Actually, I use the definition of R-square in which the model is without a
intercept term.

Is what I am doing is correct?

Thanks for any suggestion or correction.
-- 
Junjie Li,                  klijunjie@gmail.com
Undergranduate in DEP of Tsinghua University,

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