Is there a fast estimation of simple regression (a regression line with only intercept and slope)?
This question relates to a machine learning feature selection procedure. I have a large matrix of features - columns are the features of the subjects (rows): set.seed(1) features.mat <- matrix(rnorm(10*100),ncol=100) colnames(features.mat) <- paste("F",1:100,sep="") rownames(features.mat) <- paste("S",1:10,sep="") The response was measured for each subject ( S ) under different conditions ( C ) and therefore looks like this: response.df <- data.frame(S = c(sapply(1:10, function(x) rep(paste("S", x, sep = ""),100))), C = rep(paste("C", 1:100, sep = ""), 10), response = rnorm(1000),