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2006 Apr 13
1
Guidance on step() with large dataset (750K) solicited...
...$fhogann), gstfhog=factor(data$gstfhog), luc=factor(data$luc), municipality=factor(data$municipality), time=factor(data$time), distance=data$distance, logr=data$logr, loginc=data$loginc) ## Estimate a simple linear model (used repeatedly in the literature, ## fails the most simple of model specification tests e.g., ## resettest()) model.linear <- lm(logrprice~.,data=data) ## Now conduct stepwise (BIC) regression using the step() function in ## the stats library....