我对regsubsets做错了什么?

时间:2014-04-25 17:06:01

标签: r regression subset

我的任务是:

使用leaps包中的regsubsets功能执行详尽的搜索

获得最佳子集回归模型。然后比较为每个

选择的调整r^2

子集大小。根据这个标准,哪种型号最好?你必须

查看summary.regsubsets的组件。在那里你可以找到相关的。

每种尺寸选择的最佳模型的不同最优标准的值。

我有一个数据集cigs,我打电话给

q=regsubsets(Sales~Age+HS+Income+Black+Female+Price, data=cigs, method="exhaustive")

所有这些都是正确的变量

summary(q)

返回

Subset selection object
Call: regsubsets.formula(Sales ~ Age + HS + Income + Black + Female + 
    Price, data = cigs, method = "exhaustive")
6 Variables  (and intercept)
       Forced in Forced out
Age        FALSE      FALSE
HS         FALSE      FALSE
Income     FALSE      FALSE
Black      FALSE      FALSE
Female     FALSE      FALSE
Price      FALSE      FALSE
1 subsets of each size up to 6
Selection Algorithm: exhaustive
         Age HS  Income Black Female Price
1  ( 1 ) " " " " "*"    " "   " "    " "  
2  ( 1 ) " " " " "*"    " "   " "    "*"  
3  ( 1 ) "*" " " "*"    " "   " "    "*"  
4  ( 1 ) "*" " " "*"    "*"   " "    "*"  
5  ( 1 ) "*" " " "*"    "*"   "*"    "*"  
6  ( 1 ) "*" "*" "*"    "*"   "*"    "*"

知道为什么这不会给我任何关于r^2的信息?

1 个答案:

答案 0 :(得分:1)

您看到的只是regsubsets对象的打印摘要。如果您输入?regsubsets,则会看到summary.regsubsets返回的组件多于打印的组件。要访问例如r^2,只需输入:

summary_of_q <- summary(q)
summary_of_q$rsq