variable/model selction (step/stepAIC) for biglm ?
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 implement forward selection (on biglm) - any ideas on how to do that?
regsubsets() in the 'leaps' package has forward, backwards, sequential, and exhaustive search.
-thomas
Thomas Lumley Assoc. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle