Hi Thomas,
On second thought - I will need some more help:
What I only now noticed is that leaps is "an exhaustive search for the best
subsets of the variables in x for predicting y in linear regression", while
what I am aiming for (for now) is a method to implement forward selection (on
biglm) - any ideas on how to do that?
Tal
On Sun, Feb 22, 2009 at 2:14 PM, Tal Galili <tal.gal...@gmail.com> wrote:
> 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
> <tlum...@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
>> tlum...@u.washington.edu University of Washington, Seattle
>>
>>
>>
>
>
> --
> ----------------------------------------------
>
>
> My contact information:
> Tal Galili
> Phone number: 972-50-3373767
> FaceBook: Tal Galili
> My Blogs:
> www.talgalili.com
> www.biostatistics.co.il
>
>
>
--
----------------------------------------------
My contact information:
Tal Galili
Phone number: 972-50-3373767
FaceBook: Tal Galili
My Blogs:
www.talgalili.com
www.biostatistics.co.il
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