[R] variable/model selction (step/stepAIC) for biglm ?

Thomas Lumley tlumley at u.washington.edu
Sun Feb 22 14:56:56 CET 2009

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 Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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