I haven't finished with the notebook http://nbviewer.ipython.org/github/dmbates/JuliaWorkshop/blob/master/ParallelGLM.ipynb
but, unfortunately, must turn my attention to something else. I'll get back to it tomorrow. In the meantime, if someone has a hint as to where the memory allocation is happening in the wonderfully named XtWXXtWz! function I would appreciate hints. I assumed that all the one-liner Base.var, linkinv, etc. methods would get inlined and all the assignments should be scalar assignments, I think.
