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Thread: What to do when number of variables is greater than number of observations?

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    Re: What to do when number of variables is greater than number of observations?





    Using the regsubsets method I use the R Code:

    model = regsubsets( as.matrix(train), nvmax = 20, method = "forward", response_train)

    Now that I have the model, how do I create a model object from the coefficients?
    Last edited by lord12; 02-15-2013 at 04:48 PM.

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