[R] stats lm() function
dwinsemius at comcast.net
Thu Mar 12 20:42:22 CET 2009
I think you will find that many readers of this list would rather try
to dissuade you from this misguided strategy. You are unlikely to get
to a sensible solution in using step-down procedures with this sort of
situation (large number of predictors with modest size of data).
On Mar 12, 2009, at 1:59 PM, Paul Hermes wrote:
> Im using the lm() function where the formula is quite big (300
> arguments) and the data is a frame of 3000 values.
> This is running in a loop where in each step the formula is reduced
> by one argument, and the lm command is called again (to check which
> arguments are useful) .
> This takes 1-2 minutes.
> Is there a way to speed this up?
> i checked the code of the lm function and its seems that its
> preparing the data and then calls lm.Fit(). i thought about just
> doing this praparing stuff first and only call lm.fit() 300 times.
> [[alternative HTML version deleted]]
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> and provide commented, minimal, self-contained, reproducible code.
David Winsemius, MD
West Hartford, CT
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