Dear R helpers, I'm trying to build logistic regression model large dataset 360 factors and 850 observations. All 360 factors are known to be good predictors of outcome variable but I have to find best model with maximum 10 factors. I tried to fit full model and use stepAIC function to get best model but unfortenatly, the process takes too long to complete (more than 4 hours)... Is it expected behaviour of stepAIC function from MASS package or I'm doing something wrong. Any suggestions? Thanks [[alternative HTML version deleted]]
Prof Brian Ripley
2008-Apr-21 06:01 UTC
[R] Stepwise logistic regression....take too long...
On Sun, 20 Apr 2008, Marko Milicic wrote:> Dear R helpers, > > I'm trying to build logistic regression model large dataset 360 factors and > 850 observations. All 360 factors are known to be good predictors of outcome > variable but I have to find best model with maximum 10 factors. I tried to > fit full model and use stepAIC function to get best model but unfortenatly, > the process takes too long to complete (more than 4 hours)... > > Is it expected behaviour of stepAIC function from MASS package or I'm doing > something wrong.Both. Work out how hany fits you need to do backwards elimination. (It is tens of thousands.) 'I have to find best model with maximum 10 factors' looks like a homework problem to me. Where does the round number 10 come from? Also, unless almost all the 'factors' have only two levels this looks like over-fitting for a single model, let alone after model dredging.> > Any suggestions? > > Thanks > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595