Hello, I was trying to use the leaps algorithm for my variable selection. I tried different matrices calculated from multiple linear regression, linear discriminant analysis, and the basic correlation matrix as inputs to the leaps algorithm. But I always got the error message - the matrix is not positive definite.
I have more variables than the number of observations/samples. I know this may be a problem. But the multiple linear regression in SAS seems to be able to handle the case when there are more variables than the number of observations. I wonder if there is a way I can still do my variable selection instead of reducing the number of variables. Or there may be something wrong with my function calls. Thank you. -- View this message in context: http://r.789695.n4.nabble.com/input-matrix-for-leaps-algorithm-tp2954453p2954453.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
