[R] stopping stepAIC (MASS package)

Peter Jepsen PJ at DCE.AU.DK
Tue Feb 17 09:58:08 CET 2009

Dear R-listers,

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:

Warning messages:
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

> sessionInfo()
R version 2.8.1 (2008-12-22) 


attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] MASS_7.2-45

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