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 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
