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...xample, and i'll be pleased to read your comments. #let be X a matrix 50*100: library(dr); X<- matrix(rnorm(50*100,5,1),50,100); #and let be Y a vector response: Y<- sample(0:1,50,replace=T); #I choose (for the expérience, but in reality i don't have it) a few variables #which are censed to explain Y: index<- sample(1:100,10); X[Y==1,index]<-10*X[Y==1,index]; #so now I want to proceed to a logistic regression, but I don't know the vector #"index". So I have to reduce the dimension of X, and that's why I use the function #"dr" (dr package). model...