Dear List, I am trying to create a model for a relatively big dataset of a few million obs. The number of variables is huge and runs into hundreds. What are my choices for creating regression model - and what are the drawbacks of using stepwise regression.
Is the BigLM package helpful, or should I try RevoScaleR or should I sample and create model. What are other alternatives to stepwise regression for computational efficiency. I am on Ubuntu 64 bit Linux , and RAM is not a problem. Regards, Ajay Websites- http://decisionstats.com [[alternative HTML version deleted]] ______________________________________________ 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.
