Hello, running a mixed model in the package LME4, lmer() Panel data, have about 322 time periods and 50 states, total data set is approx 15K records and about 20 explanatory variables. Not a very large data set.
We run random intercepts as well as random coefficients for about 10 of the variables, the rest come in as fixed effects. We are running into a wall of time to execute these models. A sample specification of all random effects: lmer(Y ~ 1 + (x_078 + x_079 + growth_st_index + retail_st_index + Natl + econ_home_st_index + econ_bankruptcy + index2_HO + GPND_ST | state), data = newData, doFit = TRUE) Computation time is near 15 minutes. System ELAPSED User 21.4 888.63 701.74 Does anyone have any ideas on way's to speed up lmer(), as well any parallel implementations, or approaches/options to reduce computation time? ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.