[R] a question regarding leaps

Rajarshi Guha rxg218 at psu.edu
Fri Jan 30 00:43:22 CET 2004

  I'm using regsubsets from the leaps package to select subsets of
variables. I'm calling the function as

 lp <- regsubsets(x,y,nbest=5,nvmax=9)

Then I call plot to see which variables turned up in the models. I use
the R^2 scale and see my best model had a R^2 of 0.62.

However when I make a linear model using lm() with the same x my R^2 is
0.45. Should'nt I be seeing the same value of R^2?

I must be making a mistake somewhere but I'm not sure where - could
anybody provide a pointer as to what I'm doing wrong?


Rajarshi Guha <rxg218 at psu.edu> <http://jijo.cjb.net>
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If you believe in telekinesis, raise my hand.

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