Hello dear R mailing list members.
I have recently became curious of the possibility applying model
selection algorithms (even as simple as AIC) to regressions of large
datasets. I searched as best as I could, but couldn't find any
reference or wrapper for using step or stepAIC to packages such as
On Sat, 21 Feb 2009, Tal Galili wrote:
Hello dear R mailing list members.
I have recently became curious of the possibility applying model
selection algorithms (even as simple as AIC) to regressions of large
datasets.
Large in the sense of many observations, one assumes.
But how large in te
Hi Chuck,
Thanks for the guidelines.
I was hoping someone in the group already experienced handling this
type of task and have some handy code to share.
I'll wait another day or two to see if someone responds with any more
ideas or experience, and if nothing will come up, I might try my hand
in y
On Sat, 21 Feb 2009, Charles C. Berry wrote:
On Sat, 21 Feb 2009, Tal Galili wrote:
Hello dear R mailing list members.
I have recently became curious of the possibility applying model
selection algorithms (even as simple as AIC) to regressions of large
datasets.
Large in the sense of many
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!
p.s: My purpose is to use a different algorithm than that of
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 th
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 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 t
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) - a
On Sun, 22 Feb 2009, Tal Galili wrote:
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
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