Hi Noah,

Are you able to reproduce the example on a smaller dataset?  Do you have any 
strange variable names or   I created a 30000 x 100 matrix, fit a linear model 
and step has been running fine (other than bringing my poor netbook to it's 
knees).  It also might be helpful if you could post your session info per the 
posting guide. 

You could also try: debug(step). Then run step on your model so you can see 
what the function does before it exits.

Cheers,

Josh

On Jan 9, 2011, at 23:57, Noah Silverman <n...@smartmediacorp.com> wrote:

> Hi,
> 
> 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.)
> 
> Thanks!
> 
> -N
> 
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