Jinsong Zhao wrote: > Dear all, > > I have encountered a problem when perform stepwise regression.
You have more problems than you know. > The dataset have more 9 independent variables, but 7 observation. Why collect any data? You can get great fits using random numbers using this procedure. Frank > > In R, before performing stepwise, a lm object should be given. > fm <- lm(y ~ X1 + X2 + X3 + X11 + X22 + X33 + X12 + X13 + X23) > > However, summary(fm) will give: > > Residual standard error: NaN on 0 degrees of freedom > Multiple R-Squared: 1, Adjusted R-squared: NaN > F-statistic: NaN on 6 and 0 DF, p-value: NA > > In this situation, step() or stepAIC() will not give any useful information. > > I don't know why SAS could deal with this situation: > PROC REG; > MODEL y=X1 X2 X3 X11 X22 X33 X12 X13 X23/SELECTION=STEPWISE; > RUN; > > Any help will be really appreciated. > > Wishes, > > Jinsong Zhao -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University
______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html