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stats lm() function

ph84 
Hi,

Im using the lm() function where the formula is quite big (300 arguments)
and the data is a frame of 3000 values.

This is running in a loop where in each step the formula is reduced by one
argument, and the lm command is called again (to check which arguments are
useful) .

This takes 1-2 minutes.
Is there a way to speed this up?
i checked the code of the lm function and its seems that its preparing the
data and then calls lm.Fit(). i thought about just doing this praparing
stuff first and only call lm.fit() 300 times.

Thread (2 messages)

ph84 stats lm() function Mar 12 Ravi Varadhan stats lm() function Mar 12