[R] Maximum number of variables allowed in a multiple linearregression model

[Bert Gunter]

I strongly suggest you collaborate with a local statistician. I can think of
no circumstance where multiple regression on "hundreds of thousands of
variables" is anything more than a fancy random number generator. 

-- Bert Gunter
Genentech Nonclinical Statistics

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Michelle Chu
Sent: Tuesday, February 05, 2008 9:00 AM
To: R-help at r-project.org
Subject: [R] Maximum number of variables allowed in a multiple
linearregression model

Hi,

I appreciate it if someone can confirm the maximum number of variables
allowed in a multiple linear regression model.  Currently, I am looking for
a software with the capacity of handling approximately 3,000 variables.  I
am using Excel to process the results.  Any information for processing a
matrix from Excel with hundreds to thousands of variables will helpful.

Best Regards,
Michelle

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