<p>I think that question, as currently framed, should be considered off topic.  </p>

<p>The way I think about this is really pretty simple: I ask myself what the OP needs explained.  If the answer is something about code / software, then it's off topic; if it's something about statistics / machine learning, then it's on topic, even if the question is asked in terms of some particular software (and may not even be askable without reference to software).  It is true that the latter condition can mean that a given question cannot be answered by people who don't use that software, and may not even be understandable by them, but because the answer is an explanation of a statistical concept, it is ultimately a statistical question, and thus on-topic.  </p>

<p>It's true that the specific thread at issue includes the line, "Or if you can recommend another way to proceed with the variable selection that would also work for me?", which may have been intended in a software-neutral way, but this seems like an afterthought.  If the question were rephrased to ask about general computational strategies for large datasets, or about variable selection, then it would become on-topic, in my opinion.  It would be fine if the question still makes reference to software as part of providing informative context for their situation.  But the OP needs to show that they are clear that they are asking a statistical / software-neutral question, and that they will be happy with a sufficiently clear statistical answer, even if it were illustrated with, say, minitab.  If the OP would not be OK with that, then they are not asking a question that is appropriate for this site.  </p>

<p>With regard to migrating the thread to datascience.SE, I suppose that would be possible, but it probably isn't something that I would do.  It is true that DS handles questions concerning topics related to the domains of CV and SO, but which would be off-topic on those sites for various reasons.  In that light, the thread may be OK there, so I'm not necessarily opposed.  It just isn't something that would even occur to me, to be honest.  </p>
