[R] Step command failing for lm function

Noah Silverman noah at smartmediacorp.com
Mon Jan 10 08:57:32 CET 2011


I have a fairly simple linear regression using the lm function.  There
are about 100 variables and 30,000 rows of data.  It runs fine and
produces a decent looking R2 value.  I'm interested in performing a
stepwise variable selection to see if things can be cleaned up a bit.

Calling the step function returns ONE iteration (all the variables) and
then stops.  No errors are reported.   

Can someone suggest why this might not be working as expected. 
(Normally this function steps through all the variables to find the
"best" combination.)



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