## Start: AIC=-504.84
## Y ~ X1 + X2 + X3 + X4 + X5 + X6 + X7 + X8 + X9 + X10
##
## Df Sum of Sq RSS AIC
## - X10 1 0.00063 0.51583 -506.71
## - X7 1 0.00073 0.51593 -506.70
## - X8 1 0.00153 0.51673 -506.54
## - X6 1 0.00482 0.52002 -505.91
## - X9 1 0.00984 0.52504 -504.94
## <none> 0.51520 -504.84
## - X5 1 0.08810 0.60330 -491.05
## - X2 1 0.41581 0.93102 -447.66
## - X4 1 0.63133 1.14653 -426.84
## - X3 1 0.99872 1.51393 -399.05
## - X1 1 1.43512 1.95032 -373.72
##
## Step: AIC=-506.71
## Y ~ X1 + X2 + X3 + X4 + X5 + X6 + X7 + X8 + X9
##
## Df Sum of Sq RSS AIC
## - X7 1 0.00050 0.51633 -508.62
## - X8 1 0.00149 0.51732 -508.43
## - X6 1 0.00448 0.52031 -507.85
## - X9 1 0.00992 0.52575 -506.81
## <none> 0.51583 -506.71
## - X5 1 0.08769 0.60352 -493.01
## - X2 1 0.41593 0.93176 -449.59
## - X4 1 0.63878 1.15461 -428.14
## - X3 1 1.03375 1.54959 -398.72
## - X1 1 1.52826 2.04409 -371.02
##
## Step: AIC=-508.62
## Y ~ X1 + X2 + X3 + X4 + X5 + X6 + X8 + X9
##
## Df Sum of Sq RSS AIC
## - X8 1 0.0015 0.5178 -510.33
## - X6 1 0.0040 0.5203 -509.85
## - X9 1 0.0096 0.5260 -508.77
## <none> 0.5163 -508.62
## - X5 1 0.0898 0.6061 -494.58
## - X2 1 0.4243 0.9406 -450.64
## - X4 1 0.6384 1.1547 -430.13
## - X3 1 1.0503 1.5666 -399.62
## - X1 1 3.9764 4.4927 -294.27
##
## Step: AIC=-510.33
## Y ~ X1 + X2 + X3 + X4 + X5 + X6 + X9
##
## Df Sum of Sq RSS AIC
## - X6 1 0.0033 0.5211 -511.69
## - X9 1 0.0089 0.5267 -510.64
## <none> 0.5178 -510.33
## - X5 1 0.0885 0.6064 -496.55
## - X2 1 0.4230 0.9408 -452.62
## - X4 1 0.6420 1.1598 -431.69
## - X3 1 1.0490 1.5668 -401.61
## - X1 1 3.9749 4.4927 -296.27
##
## Step: AIC=-511.69
## Y ~ X1 + X2 + X3 + X4 + X5 + X9
##
## Df Sum of Sq RSS AIC
## - X9 1 0.0093 0.5304 -511.93
## <none> 0.5211 -511.69
## - X5 1 0.0947 0.6159 -496.99
## - X2 1 0.4347 0.9558 -453.04
## - X4 1 0.6868 1.2079 -429.63
## - X3 1 1.0466 1.5677 -403.55
## - X1 1 3.9718 4.4929 -298.27
##
## Step: AIC=-511.93
## Y ~ X1 + X2 + X3 + X4 + X5
##
## Df Sum of Sq RSS AIC
## <none> 0.5304 -511.93
## - X5 1 0.0879 0.6183 -498.59
## - X2 1 0.4289 0.9594 -454.67
## - X4 1 0.6908 1.2212 -430.53
## - X3 1 1.0656 1.5961 -403.76
## - X1 1 3.9627 4.4932 -300.26
##
## Call:
## lm(formula = Y ~ X1 + X2 + X3 + X4 + X5, data = EXEXSAL2)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.201219 -0.056016 -0.003581 0.053656 0.187251
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 9.9619345 0.1010567 98.578 < 2e-16 ***
## X1 0.0272762 0.0010293 26.501 < 2e-16 ***
## X2 0.0290921 0.0033367 8.719 9.71e-14 ***
## X3 0.2246932 0.0163503 13.742 < 2e-16 ***
## X4 0.0005244 0.0000474 11.064 < 2e-16 ***
## X5 0.0019623 0.0004972 3.947 0.000153 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.07512 on 94 degrees of freedom
## Multiple R-squared: 0.9206, Adjusted R-squared: 0.9164
## F-statistic: 218.1 on 5 and 94 DF, p-value: < 2.2e-16
## Start: AIC=-268.57
## Y ~ 1
##
## Df Sum of Sq RSS AIC
## + X1 1 4.1364 2.5462 -363.06
## + X7 1 2.6488 4.0338 -317.05
## + X3 1 1.0492 5.6335 -283.64
## + X2 1 0.3264 6.3563 -271.57
## + X4 1 0.2897 6.3930 -271.00
## + X5 1 0.2774 6.4052 -270.81
## <none> 6.6827 -268.57
## + X10 1 0.0201 6.6625 -266.87
## + X8 1 0.0181 6.6646 -266.84
## + X6 1 0.0169 6.6657 -266.82
## + ID 1 0.0004 6.6823 -266.57
## + X9 1 0.0002 6.6824 -266.57
##
## Step: AIC=-363.06
## Y ~ X1
##
## Df Sum of Sq RSS AIC
## + X3 1 0.87027 1.6760 -402.88
## + X2 1 0.32522 2.2210 -374.72
## + X4 1 0.31253 2.2337 -374.15
## + X5 1 0.26811 2.2781 -372.18
## <none> 2.5462 -363.06
## + X6 1 0.04591 2.5003 -362.87
## + X10 1 0.04132 2.5049 -362.69
## + ID 1 0.01878 2.5274 -361.80
## + X8 1 0.01466 2.5316 -361.63
## + X7 1 0.00843 2.5378 -361.39
## + X9 1 0.00381 2.5424 -361.21
##
## Step: AIC=-402.88
## Y ~ X1 + X3
##
## Df Sum of Sq RSS AIC
## + X4 1 0.60068 1.0753 -445.26
## + X2 1 0.28150 1.3945 -419.27
## + X5 1 0.19195 1.4840 -413.04
## + X6 1 0.10205 1.5739 -407.16
## + ID 1 0.09293 1.5830 -406.58
## <none> 1.6760 -402.88
## + X8 1 0.00735 1.6686 -401.32
## + X10 1 0.00137 1.6746 -400.96
## + X9 1 0.00022 1.6757 -400.89
## + X7 1 0.00000 1.6760 -400.88
##
## Step: AIC=-445.26
## Y ~ X1 + X3 + X4
##
## Df Sum of Sq RSS AIC
## + X2 1 0.45697 0.61832 -498.59
## + X5 1 0.11593 0.95936 -454.67
## + ID 1 0.04073 1.03456 -447.12
## + X6 1 0.02841 1.04688 -445.94
## <none> 1.07529 -445.26
## + X7 1 0.00623 1.06906 -443.84
## + X8 1 0.00622 1.06907 -443.84
## + X10 1 0.00044 1.07485 -443.30
## + X9 1 0.00003 1.07526 -443.26
##
## Step: AIC=-498.59
## Y ~ X1 + X3 + X4 + X2
##
## Df Sum of Sq RSS AIC
## + X5 1 0.087902 0.53041 -511.93
## <none> 0.61832 -498.59
## + X6 1 0.009688 0.60863 -498.17
## + ID 1 0.003614 0.61470 -497.18
## + X9 1 0.002451 0.61587 -496.99
## + X8 1 0.001376 0.61694 -496.82
## + X7 1 0.000343 0.61797 -496.65
## + X10 1 0.000000 0.61832 -496.59
##
## Step: AIC=-511.93
## Y ~ X1 + X3 + X4 + X2 + X5
##
## Df Sum of Sq RSS AIC
## <none> 0.53041 -511.93
## + X9 1 0.0092875 0.52113 -511.69
## + X6 1 0.0037568 0.52666 -510.64
## + ID 1 0.0014483 0.52897 -510.20
## + X10 1 0.0003588 0.53006 -509.99
## + X8 1 0.0002463 0.53017 -509.97
## + X7 1 0.0000122 0.53040 -509.93
##
## Call:
## lm(formula = Y ~ X1 + X3 + X4 + X2 + X5, data = EXEXSAL2)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.201219 -0.056016 -0.003581 0.053656 0.187251
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 9.9619345 0.1010567 98.578 < 2e-16 ***
## X1 0.0272762 0.0010293 26.501 < 2e-16 ***
## X3 0.2246932 0.0163503 13.742 < 2e-16 ***
## X4 0.0005244 0.0000474 11.064 < 2e-16 ***
## X2 0.0290921 0.0033367 8.719 9.71e-14 ***
## X5 0.0019623 0.0004972 3.947 0.000153 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.07512 on 94 degrees of freedom
## Multiple R-squared: 0.9206, Adjusted R-squared: 0.9164
## F-statistic: 218.1 on 5 and 94 DF, p-value: < 2.2e-16
## Start: AIC=-504.84
## Y ~ X1 + X2 + X3 + X4 + X5 + X6 + X7 + X8 + X9 + X10
##
## Df Sum of Sq RSS AIC
## - X10 1 0.00063 0.51583 -506.71
## - X7 1 0.00073 0.51593 -506.70
## - X8 1 0.00153 0.51673 -506.54
## - X6 1 0.00482 0.52002 -505.91
## - X9 1 0.00984 0.52504 -504.94
## <none> 0.51520 -504.84
## - X5 1 0.08810 0.60330 -491.05
## - X2 1 0.41581 0.93102 -447.66
## - X4 1 0.63133 1.14653 -426.84
## - X3 1 0.99872 1.51393 -399.05
## - X1 1 1.43512 1.95032 -373.72
##
## Step: AIC=-506.71
## Y ~ X1 + X2 + X3 + X4 + X5 + X6 + X7 + X8 + X9
##
## Df Sum of Sq RSS AIC
## - X7 1 0.00050 0.51633 -508.62
## - X8 1 0.00149 0.51732 -508.43
## - X6 1 0.00448 0.52031 -507.85
## - X9 1 0.00992 0.52575 -506.81
## <none> 0.51583 -506.71
## + X10 1 0.00063 0.51520 -504.84
## - X5 1 0.08769 0.60352 -493.01
## - X2 1 0.41593 0.93176 -449.59
## - X4 1 0.63878 1.15461 -428.14
## - X3 1 1.03375 1.54959 -398.72
## - X1 1 1.52826 2.04409 -371.02
##
## Step: AIC=-508.62
## Y ~ X1 + X2 + X3 + X4 + X5 + X6 + X8 + X9
##
## Df Sum of Sq RSS AIC
## - X8 1 0.0015 0.5178 -510.33
## - X6 1 0.0040 0.5203 -509.85
## - X9 1 0.0096 0.5260 -508.77
## <none> 0.5163 -508.62
## + X7 1 0.0005 0.5158 -506.71
## + X10 1 0.0004 0.5159 -506.70
## - X5 1 0.0898 0.6061 -494.58
## - X2 1 0.4243 0.9406 -450.64
## - X4 1 0.6384 1.1547 -430.13
## - X3 1 1.0503 1.5666 -399.62
## - X1 1 3.9764 4.4927 -294.27
##
## Step: AIC=-510.33
## Y ~ X1 + X2 + X3 + X4 + X5 + X6 + X9
##
## Df Sum of Sq RSS AIC
## - X6 1 0.0033 0.5211 -511.69
## - X9 1 0.0089 0.5267 -510.64
## <none> 0.5178 -510.33
## + X8 1 0.0015 0.5163 -508.62
## + X7 1 0.0005 0.5173 -508.43
## + X10 1 0.0004 0.5174 -508.41
## - X5 1 0.0885 0.6064 -496.55
## - X2 1 0.4230 0.9408 -452.62
## - X4 1 0.6420 1.1598 -431.69
## - X3 1 1.0490 1.5668 -401.61
## - X1 1 3.9749 4.4927 -296.27
##
## Step: AIC=-511.69
## Y ~ X1 + X2 + X3 + X4 + X5 + X9
##
## Df Sum of Sq RSS AIC
## - X9 1 0.0093 0.5304 -511.93
## <none> 0.5211 -511.69
## + X6 1 0.0033 0.5178 -510.33
## + X8 1 0.0008 0.5203 -509.85
## + X10 1 0.0003 0.5209 -509.74
## + X7 1 0.0000 0.5211 -509.70
## - X5 1 0.0947 0.6159 -496.99
## - X2 1 0.4347 0.9558 -453.04
## - X4 1 0.6868 1.2079 -429.63
## - X3 1 1.0466 1.5677 -403.55
## - X1 1 3.9718 4.4929 -298.27
##
## Step: AIC=-511.93
## Y ~ X1 + X2 + X3 + X4 + X5
##
## Df Sum of Sq RSS AIC
## <none> 0.5304 -511.93
## + X9 1 0.0093 0.5211 -511.69
## + X6 1 0.0038 0.5267 -510.64
## + X10 1 0.0004 0.5301 -509.99
## + X8 1 0.0002 0.5302 -509.97
## + X7 1 0.0000 0.5304 -509.93
## - X5 1 0.0879 0.6183 -498.59
## - X2 1 0.4289 0.9594 -454.67
## - X4 1 0.6908 1.2212 -430.53
## - X3 1 1.0656 1.5961 -403.76
## - X1 1 3.9627 4.4932 -300.26
##
## Call:
## lm(formula = Y ~ X1 + X2 + X3 + X4 + X5, data = EXEXSAL2)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.201219 -0.056016 -0.003581 0.053656 0.187251
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 9.9619345 0.1010567 98.578 < 2e-16 ***
## X1 0.0272762 0.0010293 26.501 < 2e-16 ***
## X2 0.0290921 0.0033367 8.719 9.71e-14 ***
## X3 0.2246932 0.0163503 13.742 < 2e-16 ***
## X4 0.0005244 0.0000474 11.064 < 2e-16 ***
## X5 0.0019623 0.0004972 3.947 0.000153 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.07512 on 94 degrees of freedom
## Multiple R-squared: 0.9206, Adjusted R-squared: 0.9164
## F-statistic: 218.1 on 5 and 94 DF, p-value: < 2.2e-16
library(leaps)
yvar = c("Y")
xvars = c("X1", "X2", "X3", "X4", "X5", "X6", "X7", "X8", "X9", "X10")
model=leaps( x=EXEXSAL2[,xvars], y=EXEXSAL2[,yvar], names=xvars, nbest=3, method="Cp")
model$which
## X1 X2 X3 X4 X5 X6 X7 X8 X9 X10
## 1 TRUE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
## 1 FALSE FALSE FALSE FALSE FALSE FALSE TRUE FALSE FALSE FALSE
## 1 FALSE FALSE TRUE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
## 2 TRUE FALSE TRUE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
## 2 TRUE TRUE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
## 2 TRUE FALSE FALSE TRUE FALSE FALSE FALSE FALSE FALSE FALSE
## 3 TRUE FALSE TRUE TRUE FALSE FALSE FALSE FALSE FALSE FALSE
## 3 TRUE TRUE TRUE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
## 3 TRUE FALSE TRUE FALSE TRUE FALSE FALSE FALSE FALSE FALSE
## 4 TRUE TRUE TRUE TRUE FALSE FALSE FALSE FALSE FALSE FALSE
## 4 TRUE FALSE TRUE TRUE TRUE FALSE FALSE FALSE FALSE FALSE
## 4 TRUE FALSE TRUE TRUE FALSE TRUE FALSE FALSE FALSE FALSE
## 5 TRUE TRUE TRUE TRUE TRUE FALSE FALSE FALSE FALSE FALSE
## 5 TRUE TRUE TRUE TRUE FALSE TRUE FALSE FALSE FALSE FALSE
## 5 TRUE TRUE TRUE TRUE FALSE FALSE FALSE FALSE TRUE FALSE
## 6 TRUE TRUE TRUE TRUE TRUE FALSE FALSE FALSE TRUE FALSE
## 6 TRUE TRUE TRUE TRUE TRUE TRUE FALSE FALSE FALSE FALSE
## 6 TRUE TRUE TRUE TRUE TRUE FALSE FALSE FALSE FALSE TRUE
## 7 TRUE TRUE TRUE TRUE TRUE TRUE FALSE FALSE TRUE FALSE
## 7 TRUE TRUE TRUE TRUE TRUE FALSE FALSE TRUE TRUE FALSE
## 7 TRUE TRUE TRUE TRUE TRUE FALSE FALSE FALSE TRUE TRUE
## 8 TRUE TRUE TRUE TRUE TRUE TRUE FALSE TRUE TRUE FALSE
## 8 TRUE TRUE TRUE TRUE TRUE TRUE TRUE FALSE TRUE FALSE
## 8 TRUE TRUE TRUE TRUE TRUE TRUE FALSE FALSE TRUE TRUE
## 9 TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE FALSE
## 9 TRUE TRUE TRUE TRUE TRUE TRUE FALSE TRUE TRUE TRUE
## 9 TRUE TRUE TRUE TRUE TRUE TRUE TRUE FALSE TRUE TRUE
## 10 TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE
## [1] 343.856582 600.834586 877.170522 195.519164 289.674910 291.866952
## [7] 93.753768 148.889945 164.360626 16.812839 75.726709 90.845632
## [13] 3.627915 17.139335 18.389402 4.023513 4.978942 5.565934
## [19] 5.449923 5.885472 5.979924 7.195556 7.365877 7.384948
## [25] 9.109093 9.125678 9.263650 11.000000
yvar = c("Y")
xvars = c("X1", "X2", "X3", "X4", "X5", "X6", "X7", "X8", "X9", "X10")
model=leaps( x=EXEXSAL2[,xvars], y=EXEXSAL2[,yvar], names=xvars, nbest=3, method="adjr2")
model$which
## X1 X2 X3 X4 X5 X6 X7 X8 X9 X10
## 1 TRUE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
## 1 FALSE FALSE FALSE FALSE FALSE FALSE TRUE FALSE FALSE FALSE
## 1 FALSE FALSE TRUE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
## 2 TRUE FALSE TRUE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
## 2 TRUE TRUE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
## 2 TRUE FALSE FALSE TRUE FALSE FALSE FALSE FALSE FALSE FALSE
## 3 TRUE FALSE TRUE TRUE FALSE FALSE FALSE FALSE FALSE FALSE
## 3 TRUE TRUE TRUE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
## 3 TRUE FALSE TRUE FALSE TRUE FALSE FALSE FALSE FALSE FALSE
## 4 TRUE TRUE TRUE TRUE FALSE FALSE FALSE FALSE FALSE FALSE
## 4 TRUE FALSE TRUE TRUE TRUE FALSE FALSE FALSE FALSE FALSE
## 4 TRUE FALSE TRUE TRUE FALSE TRUE FALSE FALSE FALSE FALSE
## 5 TRUE TRUE TRUE TRUE TRUE FALSE FALSE FALSE FALSE FALSE
## 5 TRUE TRUE TRUE TRUE FALSE TRUE FALSE FALSE FALSE FALSE
## 5 TRUE TRUE TRUE TRUE FALSE FALSE FALSE FALSE TRUE FALSE
## 6 TRUE TRUE TRUE TRUE TRUE FALSE FALSE FALSE TRUE FALSE
## 6 TRUE TRUE TRUE TRUE TRUE TRUE FALSE FALSE FALSE FALSE
## 6 TRUE TRUE TRUE TRUE TRUE FALSE FALSE FALSE FALSE TRUE
## 7 TRUE TRUE TRUE TRUE TRUE TRUE FALSE FALSE TRUE FALSE
## 7 TRUE TRUE TRUE TRUE TRUE FALSE FALSE TRUE TRUE FALSE
## 7 TRUE TRUE TRUE TRUE TRUE FALSE FALSE FALSE TRUE TRUE
## 8 TRUE TRUE TRUE TRUE TRUE TRUE FALSE TRUE TRUE FALSE
## 8 TRUE TRUE TRUE TRUE TRUE TRUE TRUE FALSE TRUE FALSE
## 8 TRUE TRUE TRUE TRUE TRUE TRUE FALSE FALSE TRUE TRUE
## 9 TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE FALSE
## 9 TRUE TRUE TRUE TRUE TRUE TRUE FALSE TRUE TRUE TRUE
## 9 TRUE TRUE TRUE TRUE TRUE TRUE TRUE FALSE TRUE TRUE
## 10 TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE
## [1] 0.6150915 0.3902159 0.1484006 0.7440365 0.6607935 0.6588555 0.8340647
## [8] 0.7848111 0.7709910 0.9035788 0.8503966 0.8367486 0.9164065 0.9040798
## [15] 0.9029394 0.9169871 0.9161061 0.9155648 0.9166195 0.9162135 0.9161254
## [22] 0.9159429 0.9157824 0.9157644 0.9150913 0.9150755 0.9149441 0.9142424