building a formula for glm() with 30,000 independent variables
Kenneth Cabrera wrote:
If you have 30.000 independent variables, how many records do you have?
Not nearly enough, as Brian Ripley has pointed out.
Have you consider projection pursuit?
I hadn't, but perhaps I should. Can you tell me more about what this is, or point me at a good tutorial? [I'm a real novice at statistical analysis.] -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._