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...a is reduced by one argument, and the lm command is called again (to check which arguments are useful) . This takes 1-2 minutes. Is there a way to speed this up? i checked the code of the lm function and its seems that its preparing the data and then calls lm.Fit(). i thought about just doing this praparing stuff first and only call lm.fit() 300 times. -- View this message in context: http://www.nabble.com/stats-lm%28%29-function-tp22482054p22482054.html Sent from the R help mailing list archive at Nabble.com.