用R软件寻找最优子集，应用回归分析，逐步回归实例，前进法，后退法

install.packages("leaps")
library(leaps)
exps<-regsubsets(y~x1+x2+x3+x4+x5+x6+x7+x8+x9,data = data3_1)
exps<-regsubsets(y~x1+x2+x3+x4+x5+x6+x7+x8+x9,data = data3_1,nbest=1,really.big = T)
expres<-summary(exps)
res<-data.frame(expres$outmat,调整R平方=expres$adjr2)
res

用R软件寻找最优子集，
 x1 x2 x3 x4 x5 x6 x7 x8 x9 调整R平方
1  ( 1 )              *             0.8823606
2  ( 1 )  *           *             0.9513232
3  ( 1 )  *  *        *             0.9752336
4  ( 1 )  *  *  *     *             0.9903308
5  ( 1 )  *  *  *     *  *          0.9903456
6  ( 1 )  *  *  *     *  *     *    0.9901586
7  ( 1 )  *  *  *     *  *  *  *    0.9898406
8  ( 1 )  *  *  *     *  *  *  *  * 0.9894367

逐步回归实例

library(readr)
data5_6 <- read_csv("data5.6.csv")
View(data5_6)
cor(dat