title: Variable Selection using Olssr in R
body: <p>I have this linear regression problem which has around 500-600 independent variables. What would be the best way for variable selection for the model using R. I am currently trying to perform Stepwise regression using the 'Olssr' package in R but keep getting this error:</p>
  
  <pre><code> &gt;ols_all_subset(mylogit)
   Error in matrix(r, nrow = len.r, ncol = count) : 
   invalid 'ncol' value (too large or NA)
   In addition: Warning message:
   In combn(n, r[i]) : NAs introduced by coercion to integer range
  </code></pre>