我最近尝试根据第一页here上的代码运行leaps
,对大型数据集使用leaps=regsubsets(TOTAL~.,data=TASM,nbest=10)
。我最初收到错误Exhaustive search will be S L O W, must specify really.big=T
,所以我在最后添加了leaps=regsubsets(TOTAL~.,data=TASM,nbest=10, really.big=T)
。
我现在收到In leaps.setup(x, y, wt = wt, nbest = nbest, nvmax = nvmax, force.in = force.in, : 83 linear dependencies found
的警告。由于这是一个警告,我认为它不会阻止我运行模型选择算法,但警告后没有任何反应。 leaps
警告我关于线性依赖项数量的目的是什么?在运行算法之前通常应该解决它?如果没有,我怎么能告诉leaps
运行算法?
更新:我意识到这是一个不像我最初想的那么有用的问题。我缺乏R经验让我忘记打电话给summary(leaps)
。作为一个后续,这个结果告诉我从1到10的最佳模型?也就是说,根据leaps
,选择V1 ... V7的下面发布的顶级模型是最好的?从使用plot(leaps,scale="adjr2")
并收到一个空白的情节我被引导相信某处有错误。警告消息为:In min(x) : no non-missing arguments to min; returning Inf
。
V1 V2 V3 V4 V5 V6 V7
1 ( 1 ) " " " " " " " " " " " " " "
1 ( 2 ) " " " " " " " " " " " " " "
1 ( 3 ) " " " " " " " " " " " " " "
1 ( 4 ) " " " " " " " " " " " " " "
1 ( 5 ) " " " " " " " " " " " " " "
1 ( 6 ) " " " " " " " " " " " " " "
1 ( 7 ) " " " " " " " " " " " " " "
1 ( 8 ) " " " " "*" " " " " " " " "