[R] Applying lm to data with combn

AliR aaliraja at gmail.com
Sat Feb 9 23:51:42 CET 2008


Thank you, can you suggest wht is the shortest way to store the combination
with min residual error term?



AliR wrote:
> 
>  http://www.nabble.com/file/p15359204/test.data.csv 
> http://www.nabble.com/file/p15359204/test.data.csv test.data.csv 
> 
> Hi, 
> 
> I have used apply to have certian combinations, but when I try to use
> these combinations I get the error 
> [Error in eval(expr, envir, enclos) : object "X.GDAXI" not found]. being a
> novice I donot understand that after applying combination to the data I
> cant access it and use lm on these combinations. The data frame either is
> no longer a matrix, how can I access the data and make it work for lm!!
> 
> Any help please!
> 
> 
> 
> 
> 
> 
> fruit  = read.csv(file="test.data.csv",head= TRUE, sep=",")# read it in
> matrix format
> 
> #fruit =read.file(row.names=1)$data
> 
> mD =head(fruit[, 1:5])# only first five used in combinations
> #X.SSMII = head(fruit[,  6])# Keep it for referebce
> nmax = NULL
> n =  ncol(mD)# dont take the last column for reference purpose
> if(is.null(nmax)) nmax = n
> 
> mDD = apply(combn(5, 1),1, FUN= function(y) mD[, y])# to
> 
> 
> 
> fg = lm( X.SSMII ~ X.GDAXI +  X.FTSE +  X.FCHI + X.IBEX, data = mDD )#
> regress on combos
> 
> s = cbind(s, Residuals = residuals(fg))# take residuals
> 
> print(mD)
> 
> 

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