[R] variable/model selction (step/stepAIC) for biglm ?

[Tal Galili]

Hello dear R mailing list members.

I have recently became curious of the possibility applying model
selection algorithms (even as simple as AIC) to regressions of large
datasets. I searched as best as I could, but couldn't find any
reference or wrapper for using step or stepAIC to packages such as
biglm.

Any ideas or directions of how to implement such a concept ?


Best,
Tal









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