Dear R-list, I apologize for my many emails but I think I know how to desctribe my problem differently and more clearly.
My question is how to compare linear models with intercept and those without intercept using maximizing adjusted R^2 strategy. Now I do it like the following: > library(leaps) > n=20 > x=matrix(rnorm(n*3),ncol=3) > b=c(1,2,0) > intercept=1 > y=x%*%b+rnorm(n,0,1)+intercept > > var.selection=leaps(cbind(rep(1,n),x),y,int=F,method="adjr2") > ##### Choose the model with maximum adjr2 > var.selection$which[var.selection$adjr2==max(var.selection$adjr2),] 1 2 3 4 TRUE TRUE TRUE FALSE Actually, I use the definition of R-square in which the model is without a intercept term. Is what I am doing is correct? Thanks for any suggestion or correction. -- Junjie Li, [EMAIL PROTECTED] Undergranduate in DEP of Tsinghua University, [[alternative HTML version deleted]] ______________________________________________ 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 and provide commented, minimal, self-contained, reproducible code.