[R] Applying lm to data with combn

[Henrique Dallazuanna]

I think that what you want do is stepwise, see step function

On 09/02/2008, AliR <aaliraja at gmail.com> wrote:
>
> 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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-- 
Henrique Dallazuanna
Curitiba-Paraná-Brasil
25° 25' 40" S 49° 16' 22" O