variable/model selction (step/stepAIC) for biglm ?
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 biglm. Any ideas or directions of how to implement such a concept ? Best, Tal
---------------------------------------------- My contact information: Tal Galili Phone number: 972-50-3373767 FaceBook: Tal Galili My Blogs: www.talgalili.com www.biostatistics.co.il