LM with a few randomly selected columns

lm_rand.R

one_lm_attempt <- function (df, target) {
  rnd5 <- sample(10,5)
  predictor_variables <- names(df)[rnd5]
  #create the formula, string to give to lm()
  rnd_formula <- formula(paste(target, " ~ ", 
                           paste(predictor_variables, collapse=" + ")))
  m <- lm(rnd_formula, df)
  #print (summary(m)$r.squared)
  #print (summary(m)$adj.r.squared)
  return(c(rnd5, summary(m)$r.squared,summary(m)$adj.r.squared ))
}

#target <- "string in your data frame that is the name of the dependent variable"

results <- vector()
for (r in 1:10){
  results <- c(results, one_lm_attempt(df, target))
}

#Make the Results into a nice data frame
res_df <- data.frame(matrix(results, nrow=10, byrow=T))
names(res_df) = c("c1","c2","c3","c4","c5","R-sq", "AdjRSq")
res_df

sample_output

> res_df
   c1 c2 c3 c4 c5      R-sq    AdjRSq
1   6  9  7  8 10 0.7845810 0.7845650
2   2  4  5  1 10 0.8984229 0.8983965
3   2  7  3  9  6 0.7580219 0.7579681
4  10  6  5  7  1 0.8562766 0.8562660
5   2  5  1 10  7 0.8592301 0.8592118
6   8 10  1  3  2 0.8771354 0.8771058
7   4  5  9  3  2 0.7948897 0.7948175
8   3  7 10  8  6 0.7919888 0.7919541
9  10  1  5  8  6 0.8592011 0.8591880
10  3  7  2  6  8 0.7951184 0.7950728
>