On Wed, Nov 23, 2011 at 3:55 AM, Stephen Sefick <sas0...@auburn.edu> wrote: > Hello All: > > I am using the leaps package on scale and centered data for an exhaustive > search. There are Cp values of -Inf being returned for all models. I was > going to look at the source before contacting the list, but it has been a > while since I have looked under the hood. There are .rdb and .rdx files > where I expected the source files to be. I am sure that I have over looked > something. I can provide data and code if it is needed.
The best place to find the source is the source code package, also on CRAN (but you can also get it from inside R) The -Inf occurs when there are linear dependencies in your predictors, so that the 'full model' residual sum of squares is zero. Calculating Cp involves dividing the residual mean square for each model by the residual mean square for the full model, and this obviously will break down. The fact that it returns -Inf rather than +Inf is probably a bug, and there should be an explanation in the documentation of why you can't get Mallows' Cp for some data sets. You might think it would be possible to divide by the residual mean square for the best model rather than the full model, but 'best model' isn't well defined -- and the reason that the 'leaps' package exists is to provide large sets of best models, not a single one. -thomas -- Thomas Lumley Professor of Biostatistics University of Auckland ______________________________________________ R-help@r-project.org 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.
