why is LinearModel.stepwise() so much slower than stepwisefit() ?
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why is LinearModel.stepwise() so much slower than stepwisefit(), the algorithm description of the two functions is the same.
Edit: to avoid confusion I do not mean the function stepwise(), I mean the method of the class LinearModel, "LinearModel.stepwise()".
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Accepted Answer
Tom Lane
on 14 Jan 2013
The stepwise method in the LinearModel class is written to make its selection using any of a variety of measures. Also, it considers not just single-column changes, but also changes that may involve multiple columns because the term being changed is a categorical variable with multiple levels. The stepwisefit function, on the other hand, is optimized for single-column terms using a specific measure.
I've noticed this performance issue also. I'm going to enter a request in the MathWorks request database asking that some effort be put into speeding up the LinearModel version.
More Answers (1)
Greg Heath
on 13 Jan 2013
Stepwise involves human interaction.
Thank you for formally accepting my answer.
Greg
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