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 20000 counts and >= 2^31 cells), it will be necessary to use a method that does not explicitly operate on the table of counts as loglin() does. I would guess that rake() in the survey package would handle this, but I've not looked at the code it uses. If you are only using a fraction of the factors then loglm() (in MASS) or loglin() may suffice. HTH, Chuck On Wed, 30 Aug 2006, [EMAIL PROTECTED] wrote: > Hello, > > at the moment I am doing quite a lot of regression, especially > logistic regression, on 20000 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 to be such a big problem; not much > swapping is going on and CPU usage is at or close to 100%. What > would be the most cost-effective way to speed this up? The > obvious way would be to get a machine with a faster processor (3GHz > plus) but I wonder whether it might instead be better to run a dual- > processor machine or something like that; this looks at least like a > problem R should be able to parallelise, though I don't know whether it > does. > > Thanks for your help, > > George Russell > > ______________________________________________ > [email protected] 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. > Charles C. Berry (858) 534-2098 Dept of Family/Preventive Medicine E mailto:[EMAIL PROTECTED] UC San Diego http://biostat.ucsd.edu/~cberry/ La Jolla, San Diego 92093-0717 ______________________________________________ [email protected] 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.
