My assignment is:
我的任务是:
Use the regsubsets function in the leaps package to perform an exhaustive search
使用leaps包中的regsubsets函数执行穷举搜索
For best subsets regression models. Then compare the adjusted r^2
selected for each
用于最佳子集回归模型。然后比较为每个选择的调整后的r ^ 2
Subset size. Which model is best according to this criterion? You will have to
子集大小。根据这个标准,哪种型号最好?你不得不
Look at components of summary.regsubsets. There you can find the relevant.
查看summary.regsubsets的组件。在那里你可以找到相关的。
Values of different optimality criteria for the best model selected at each size.
在每种尺寸下选择的最佳模型的不同最优性标准的值。
I have a data set cigs on which I call
我有一个数据集cigs我打电话
q=regsubsets(Sales~Age+HS+Income+Black+Female+Price, data=cigs, method="exhaustive")
All of those are correct variables
所有这些都是正确的变量
summary(q)
returns
回报
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 ) "*" "*" "*" "*" "*" "*"
Any idea why this does not give me any information about r^2
?
知道为什么这不给我任何关于r ^ 2的信息吗?
1 个解决方案
#1
1
What you see is the just a printed summary of your regsubsets
object. If you type in ?regsubsets
you see that summary.regsubsets
returns more components than those printed. To access for example the r^2
just type:
你看到的只是你的regsubsets对象的打印摘要。如果输入?regsubsets,您会看到summary.regsubsets返回的组件数量多于打印的组件数量。要访问例如r ^ 2,只需键入:
summary_of_q <- summary(q)
summary_of_q$rsq
#1
1
What you see is the just a printed summary of your regsubsets
object. If you type in ?regsubsets
you see that summary.regsubsets
returns more components than those printed. To access for example the r^2
just type:
你看到的只是你的regsubsets对象的打印摘要。如果输入?regsubsets,您会看到summary.regsubsets返回的组件数量多于打印的组件数量。要访问例如r ^ 2,只需键入:
summary_of_q <- summary(q)
summary_of_q$rsq