Yes, it is important that it only happens with certan BLAS, so probably not really an R issue. However, there has been some concern over the C/Fortran interfaces lately, so if you could narrow it down to a specific BLAS routine, it could prove useful for the developers.
One fairly easy thing to do would be to find the breakdown point. I speculate that it could be at 16384 (=2^14) and that some sort of endianness or integer width declaration is the cause. (It would in turn suggest that MKL is using 16-bit integers somehow, which doesn't really seem credible, but you never know.) I'm moving this to the r-devel list. It certainly is not for r-help. -pd > On 27 May 2019, at 10:47 , Ivan Krylov <krylov.r...@gmail.com> wrote: > > On Sat, 25 May 2019 14:38:07 +0200 > Raffa <raffamai...@gmail.com> wrote: > >> I have tried to ask for example in CrossValidated >> <https://stats.stackexchange.com/questions/410050/increasing-number-of-observations-worsen-the-regression-model> >> >> but the code works for them. Any help? > > In the comments you note that the problem went away after you replaced > Intel MKL with OpenBLAS. This is important. > > The code that fits linear models in R is somewhat complex[*]; if > you want to get to the bottom of the problem, you may have to take > parts of it and feed them differently-sized linear regression problems > until you narrow it down to a specific set of calls to BLAS or LAPACK > functions which Intel MKL provides. > > One option would be to ask at Intel MKL forums[**]. > > -- > Best regards, > Ivan > > [*] > https://madrury.github.io/jekyll/update/statistics/2016/07/20/lm-in-R.html > > [**] https://software.intel.com/en-us/forums/intel-math-kernel-library/ > > ______________________________________________ > r-h...@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel