I can't help you answer your specific question, but after you
figure it out, would you please rerun the analysis, say, 1,000 times
after randomly permuting your response variable each time (or bootstrap
sampling therefrom). I would be interested in your comparison of your
actual results
Hello
I am trying to use all subsets regression on a test dataset consisting
of 11 trails and 46 potential predictor variables.
I would like to use Mallow's Cp as a selection criterion.
The leaps function would provide the required output but does not work
with this many variables (see below).
