R语言进行最优子集交叉验证时,提示:
bestglm(Xy = Xy, IC = "CV", CVArgs = list(Method="HTF", K=10, REP=1),
- family = binomial)
Morgan-Tatar search since family is non-gaussian.
Error in bestglm(Xy = Xy, IC = "CV", CVArgs = list(Method = "HTF", K = 10, :
p = 81. must be <= 15 for GLM.
当将自变量任意减少至15个以下时可行,不知对于自变量太多的时候,有无什么方法处理后,仍可进行最优子集回归
?谢谢!