On Sun, 22 Feb 2009, Tal Galili wrote:
Hi Thomas,
What you just wrote is very interesting to me - do you have any suggestion
then as to how to implement leaps (or any other package/code) to iterate on
the final lm model produced by biglm ?
Any advice would be very welcomed!
If you look at the source code in the leaps package, it first sets up a QR
decomposition and then calls search routines. The QR decomposition code is
exactly the same Fortran code as is used by biglm, so you should be able to
plug the output of biglm into the subset selection code.
-thomas
Thomas Lumley Assoc. Professor, Biostatistics
tlum...@u.washington.edu University of Washington, Seattle
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