[R] How to make 'step' faster?

sambit rath kafkasbane at gmail.com
Fri Aug 20 08:55:10 CEST 2010


Dear all,

I am fairly new to R. I would like to perform a step-wise logit
regression aiming to select a model on the basis of AIC. I am using
some large datasets (up to a million rows and 97 variables). It is
taking the 'step' function just too long to  complete a single
routine. Now, I have tried subsetting the data and perform the same
thing. But, 'step' is time consuming still.
Can there be a way out?

Also, the datasets I am working with contain very few non-zero
entries. Can a sparse function specification be used on step?

Thank you.

Sambit



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