Results for min. BIC at R^2=.35 using first 21 columns of the X matrices. > source("sim.bic.35.txt") Read 37800 items Read 37800 items rho H size me fsr_mr mse csr jac se.size se.me se.fsr se.mse se.csr se.jac 1 0 0 0.62 0.033 0.243 0.960 1.000 0.560 0.089 0.004 0.028 0.012 0.000 0.050 2 0 1 2.58 0.045 0.132 0.989 1.000 0.829 0.073 0.003 0.015 0.013 0.000 0.020 3 0 2 3.95 0.088 0.091 0.975 0.572 0.532 0.107 0.006 0.012 0.011 0.013 0.014 4 0 3 4.94 0.123 0.065 1.005 0.449 0.431 0.129 0.006 0.009 0.011 0.010 0.010 5 0 4 6.15 0.153 0.036 1.016 0.419 0.411 0.140 0.006 0.007 0.013 0.009 0.009 rho H size me fsr_mr mse csr jac se.size se.me se.fsr se.mse se.csr se.jac 1 0.7 0 0.55 0.029 0.208 0.995 1.000 0.640 0.085 0.003 0.029 0.010 0.000 0.048 2 0.7 1 2.45 0.044 0.109 0.991 0.990 0.854 0.069 0.004 0.015 0.013 0.007 0.020 3 0.7 2 2.98 0.080 0.128 0.971 0.402 0.373 0.074 0.004 0.014 0.011 0.010 0.011 4 0.7 3 3.09 0.109 0.067 0.999 0.277 0.270 0.091 0.004 0.011 0.012 0.008 0.008 5 0.7 4 3.66 0.112 0.055 0.997 0.241 0.237 0.103 0.004 0.010 0.012 0.007 0.007 Results for min. BIC at R^2=.35 using first 42 columns of the X matrices. > source("sim.bic.35.42.txt") Read 37800 items Read 37800 items rho H size me fsr_mr mse csr jac se.size se.me se.fsr se.mse se.csr se.jac 1 0 0 1.30 0.061 0.408 0.936 1.000 0.330 0.137 0.006 0.031 0.012 0.000 0.047 2 0 1 3.31 0.073 0.254 0.964 1.000 0.680 0.122 0.005 0.019 0.014 0.000 0.023 3 0 2 4.50 0.112 0.175 0.955 0.568 0.489 0.140 0.006 0.014 0.011 0.014 0.013 4 0 3 5.64 0.146 0.139 0.980 0.456 0.416 0.162 0.007 0.014 0.011 0.010 0.010 5 0 4 6.87 0.186 0.124 0.987 0.414 0.387 0.170 0.007 0.011 0.014 0.010 0.009 rho H size me fsr_mr mse csr jac se.size se.me se.fsr se.mse se.csr se.jac 1 0.7 0 1.13 0.055 0.387 0.972 1.000 0.350 0.115 0.005 0.030 0.010 0.000 0.048 2 0.7 1 2.94 0.065 0.194 0.973 0.990 0.750 0.109 0.005 0.019 0.013 0.007 0.024 3 0.7 2 3.57 0.101 0.219 0.951 0.402 0.347 0.116 0.005 0.018 0.012 0.010 0.011 4 0.7 3 3.71 0.133 0.160 0.977 0.278 0.256 0.137 0.005 0.017 0.013 0.008 0.007 5 0.7 4 4.35 0.140 0.154 0.971 0.242 0.228 0.154 0.006 0.015 0.013 0.008 0.007 Results for min. BIC at R^2=.35 using first 100 columns of the X matrices. > source("sim.bic.35.100.txt") Read 37800 items Read 37800 items rho H size me fsr_mr mse csr jac se.size se.me se.fsr se.mse se.csr se.jac 1 0 0 3.75 0.152 0.706 0.857 1.000 0.060 0.252 0.009 0.021 0.012 0.000 0.024 2 0 1 5.95 0.172 0.486 0.877 1.000 0.435 0.290 0.011 0.022 0.014 0.000 0.024 3 0 2 7.05 0.199 0.408 0.872 0.573 0.376 0.253 0.009 0.016 0.012 0.013 0.012 4 0 3 8.45 0.242 0.376 0.886 0.454 0.334 0.277 0.009 0.017 0.012 0.010 0.009 5 0 4 9.60 0.273 0.319 0.893 0.422 0.341 0.279 0.010 0.017 0.013 0.010 0.010 rho H size me fsr_mr mse csr jac se.size se.me se.fsr se.mse se.csr se.jac 1 0.7 0 2.80 0.121 0.619 0.914 1.000 0.120 0.237 0.008 0.026 0.012 0.000 0.033 2 0.7 1 4.32 0.121 0.370 0.925 0.985 0.549 0.205 0.009 0.021 0.014 0.009 0.025 3 0.7 2 4.99 0.153 0.370 0.904 0.407 0.301 0.209 0.007 0.020 0.013 0.010 0.010 4 0.7 3 5.22 0.186 0.330 0.922 0.284 0.233 0.216 0.007 0.020 0.013 0.008 0.007 5 0.7 4 5.75 0.184 0.291 0.922 0.250 0.217 0.235 0.008 0.017 0.013 0.007 0.006 Results for min. BIC at R^2=.35 using first all 252 columns of the X matrices. For this case I had to limit the size because ultimately, BIC starts decreasing if(m > n) out.x$rss<-out.x$rss[1:61] if(m > n) m<-60 The warnings are from the leaps package because the number of independent variables is greater than n. > source("sim.bic.35.252.txt") Read 37800 items Read 37800 items rho H size me fsr_mr mse csr jac se.size se.me se.fsr se.mse se.csr se.jac 1 0 0 42.65 0.726 0.962 0.321 1.000 0.000 2.110 0.023 0.004 0.022 0.000 0.000 2 0 1 46.32 0.776 0.907 0.306 1.000 0.066 1.918 0.023 0.009 0.021 0.000 0.007 3 0 2 45.20 0.746 0.854 0.321 0.637 0.107 1.908 0.022 0.012 0.022 0.015 0.008 4 0 3 47.37 0.780 0.837 0.317 0.533 0.117 1.837 0.020 0.010 0.022 0.014 0.006 5 0 4 47.92 0.806 0.811 0.297 0.502 0.138 1.651 0.020 0.009 0.017 0.013 0.005 rho H size me fsr_mr mse csr jac se.size se.me se.fsr se.mse se.csr se.jac 1 0.7 0 10.83 0.305 0.830 0.751 1.000 0.010 1.405 0.021 0.014 0.021 0.000 0.010 2 0.7 1 14.15 0.351 0.680 0.717 0.990 0.250 1.283 0.021 0.020 0.023 0.007 0.019 3 0.7 2 14.26 0.363 0.664 0.703 0.417 0.183 1.364 0.020 0.018 0.020 0.011 0.009 4 0.7 3 16.41 0.401 0.635 0.700 0.322 0.167 1.476 0.021 0.021 0.023 0.010 0.007 5 0.7 4 17.07 0.412 0.612 0.698 0.264 0.152 1.565 0.022 0.021 0.023 0.010 0.005 There were 50 or more warnings (use warnings() to see the first 50) >