[R] How to make 'step' faster?

Dear all, I am fairly new to R. I would like to perform a step-wise logit regression aiming to select a model on the basis of AIC. I am using some large datasets (up to a million rows and 97 variables). It is taking the 'step' function just too long to complete a single routine. Now, I have

Re: [R] How to make 'step' faster?

On Fri, 2010-08-20 at 12:25 +0530, sambit rath wrote: Dear all, I am fairly new to R. I would like to perform a step-wise logit regression aiming to select a model on the basis of AIC. I am using some large datasets (up to a million rows and 97 variables). It is taking the 'step' function

Re: [R] How to make 'step' faster?

Thank you Gavin! I am aware of the lasso regularization routine. But, in this case, my brief was to perform a stepwise AIC procedure. I guess, subsetting the data and cross validating it over the rest of the data is the only answer. sambit On 20 August 2010 14:43, Gavin Simpson

Re: [R] How to make 'step' faster?

GS == Gavin Simpson gavin.simp...@ucl.ac.uk on Fri, 20 Aug 2010 10:13:38 +0100 writes: GS On Fri, 2010-08-20 at 12:25 +0530, sambit rath wrote: Dear all, I am fairly new to R. I would like to perform a step-wise logit regression aiming to select a model on the basis