Thanks Thomas!
I'll give it a go and will send updates as to how I am doing.


Cheers,
Tal



On Sun, Feb 22, 2009 at 1:52 PM, Thomas Lumley <tlumley@u.washington.edu>wrote:

> On Sun, 22 Feb 2009, Tal Galili wrote:
>
>  Hi Thomas,
>>
>> What you just wrote is very interesting to me - do you have any suggestion
>> then as to how to implement leaps (or any other package/code) to iterate
>> on
>> the final lm model produced by biglm ?
>> Any advice would be very welcomed!
>>
>>
> If you look at the source code in the leaps package, it first sets up a QR
> decomposition and then calls search routines.  The QR decomposition code is
> exactly the same Fortran code as is used by biglm, so you should be able to
> plug the output of biglm into the subset selection code.
>
>
>      -thomas
>
> Thomas Lumley                   Assoc. Professor, Biostatistics
> tlumley@u.washington.edu        University of Washington, Seattle
>
>
>


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