Hi,
 
I'm new to R and this mailing list, so I will attempt to state my question as appropriately as possible. 
 
I am running R version 2.7 with Windows XP and have recently been exploring the use of the function regsubsets in the leaps package in order to perform all-subsets regression. 
 
So, I'm calling the function as:
 
sub=regsubsets(X,Y,nbest=5,nvmax=maxnv,method="exhaustive",really.big=F)
 
I'm dealing with 14 observations and 23 variables and I'm aware of the linear dependencies that arise in these situations.  I also know that regsubsets performs a branch-and-bound algorithm and that at times it is necessary to reorder the variables. 
 
However, anytime I get the message: "Reordering variables and trying again" the R^2 for a model chosen by regsubsets does not match the R^2 I get from fitting the same model using the usual linear model function (lm).  If I don't get the "Reordering variables and trying again" message, I don't have any problems with R^2 (i.e. regubsets and lm match). 
 
Just for example, suppose the best 1-variable model chosen by regsubsets gives me an R^2 of 0.665. Fitting that same model using lm gives me an R^2 of 0.6317.  
 
Does anyone have any insight on why this may be happening? 
 

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