Re: [R] Antwort: Buying more computer for GLM

2006-09-01 Thread Prof Brian Ripley
On Fri, 1 Sep 2006, [EMAIL PROTECTED] wrote: > Prof Brian Ripley wrote > > 3) As I recall, you were doing model selection via AIC on 20,000 > >observations. You might want to think hard about that, since AIC is > >designed for good prediction. I would do model exploration on a much >

Re: [R] Antwort: Buying more computer for GLM

2006-09-01 Thread g . russell
Prof Brian Ripley wrote > Probably not, but you have the ability to profile in R and find out. Thanks. This is certainly something I could check, and I shall do so. > > > Some more comments; > > 1) The Fortran code that underlies glm is that of lm.fit that only makes >use of level-1 BLA

Re: [R] Antwort: Buying more computer for GLM

2006-08-31 Thread Charles C. Berry
George, Logistic regression with ONLY factors? In principle this can be solved by casting this as a log-linear model of counts and using iterative proportional fitting. For sparse data like yours (i.e. a table with 2 counts and >= 2^31 cells), it will be necessary to use a method that doe

Re: [R] Antwort: Buying more computer for GLM

2006-08-31 Thread Anupam Tyagi
Please look at http://boinc.berkeley.edu/ Your problem seems to be similar to the ones for which BOINC is used. I am not sure how to do this with R, though. May be other people in this can help. Anupam. __ R-help@stat.math.ethz.ch mailing list https://

Re: [R] Antwort: Buying more computer for GLM

2006-08-31 Thread Peter Dalgaard
[EMAIL PROTECTED] writes: > Hello, > > at the moment I am doing quite a lot of regression, especially > logistic regression, on 2 or more records with 30 or more > factors, using the "step" function to search for the model with the > smallest AIC. This takes a lot of time on this 1.8 GHZ

[R] Antwort: Buying more computer for GLM

2006-08-31 Thread g . russell
Hello, at the moment I am doing quite a lot of regression, especially logistic regression, on 2 or more records with 30 or more factors, using the "step" function to search for the model with the smallest AIC. This takes a lot of time on this 1.8 GHZ Pentium box. Memory does not seem t