I want to make model selection with regsubsets. I have a dataframe called olympiadaten (data uploaded: http://www.sendspace.com/file/8e27d0). I first attach this dataframe and then start to analyze, my code: attach(olympiadaten) library(leaps) a<-regsubsets(Gesamt ~ CommunistSocialist + CountrySize + GNI + Lifeexp + Schoolyears + ExpMilitary + Mortality + PopPoverty + PopTotal + ExpEdu + ExpHealth, data=olympiadaten, nbest=2) summary(a) plot(a,scale="adjr2") summary(lm(Gesamt~ExpHealth)) screenshot of the plot: http://tinypic.com/r/2pq8agy/6 The problem is now, that I want to fit the best model again "manually" and have a look at it, but the value of the adjusted R squared is not the same as in the regsubsets output? This is also the case for the other models, e.g. when I do the simplest model in the graphic: summary(lm(Gesamt~ExpHealth)) The graphic says, it should have an adjusted R squared of about 0.14, but when I look at the output, I get a value of 0.06435 output of : summary(lm(Gesamt~ExpHealth)) Call: lm(formula = Gesamt ~ ExpHealth) Residuals: Min 1Q Median 3Q Max -18.686 -9.856 -4.496 1.434 81.980 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -3.0681 6.1683 -0.497 0.6203 ExpHealth 1.9903 0.7805 2.550 0.0127 * --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 18.71 on 79 degrees of freedom (4 observations deleted due to missingness) Multiple R-squared: 0.07605, Adjusted R-squared: 0.06435 F-statistic: 6.502 on 1 and 79 DF, p-value: 0.01271 I don't know which mistake I did, any help would be nice, thanks. (I could not attach both files correctly, maybe a mode can attach them correctly, thanks). And last but not least, some more questions: What is the difference between selecting models by AIC and by the adj. R squared? Both measure the fit and recognize the number of variables, so is the best model choosen by AIC also the model with the highest adj. r squared? When I have 12 variables, this means, there are 2^12 possibilites of models, right? So does the regsubsets command calculate each model and shows the two best (nbest=2) of each size? So do I really get the 'best' model? And when I do stepwise AIC backwards selection (starting with the model which contains all variables), does this also ends with the same model as regsubsets says it is the best?