[R] building a formula for glm() with 30,000 independent variables

[Ben Liblit]

Kenneth Cabrera wrote:

> If you have 30.000 independent variables, how many records do you have?

Not nearly enough, as Brian Ripley has pointed out.

> Have you consider projection pursuit?

I hadn't, but perhaps I should.  Can you tell me more about what this 
is, or point me at a good tutorial?  [I'm a real novice at statistical 
analysis.]

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