[R] stopping stepAIC (MASS package)
PJ at DCE.AU.DK
Tue Feb 17 09:58:08 CET 2009
I am building a prediction model starting with many, many variables. I
use the 'stepAIC' procedure in the MASS package, and the model building
process takes several hours to complete. At the very end, I am
occasionally confronted with warnings like this one:
1: In fitter(X, Y, strata = Strata, offset = offset, weights = weights,
Loglik converged before variable 4 ; beta may be infinite.
In these instances, I take it that I have stretched my data too thin,
and I discard the final model. Therefore, I would save valuable time if
the procedure would stop automatically when it encounters any anomaly
that causes it to warn me. Is this possible? And if so, how?
Thank you in advance for any assistance.
Peter Jepsen, MD
R version 2.8.1 (2008-12-22)
attached base packages:
 stats graphics grDevices utils datasets methods base
other attached packages:
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