[R] "lean and mean" regression {was "Memory size"}

[Martin Maechler]

>>>>> "AndyL" == Liaw, Andy <andy_liaw at merck.com>
>>>>>     on Mon, 14 Jul 2003 09:33:31 -0400 writes:

    AndyL> How *exactly* did you "run the regression" in R?
    AndyL> There are several ways, and it can make a big
    AndyL> difference for large data sets.  lm() would be the
    AndyL> most expensive option.  If I'm not mistaken, lsfit()
    AndyL> is more "lean and mean".  
as a matter of fact, rather use  lm.fit() which is the ``work horse'' 
of lm().  lm.fit() and lsfit() are very similar (relying on the
same Fortran QR decomposition, but lm.fit() has now been tested 
{by lm() usage} much more extensively.

    AndyL> You can even do it more or less by hand, by calling
    AndyL> qr() directly.  There's also a disussion in Venables
    AndyL> & Ripley's "S Programming" on this subject (for Splus).

Section 7.2, (actually the relevant code is not at all S-plus specific,
	      just the final "resources(.)" [CPU, Memory]
	      measuring of the solution.)
	      
It's for the case of one factor with many (107!)levels and continuous
covariates otherwise. There, one can solve without constructing
the large matrices that all of lm(), lsfit() or lm.fit() would use.

It becomes really "interesting" if you have (several) factors
with (many) levels...

Regards,
Martin

    >> -----Original Message----- From: Silika Tereshchenko
    >> [mailto:silika at access.unizh.ch] Sent: Sunday, July 13,
    >> 2003 8:55 AM To: R-help at stat.math.ethz.ch Subject: [R]
    >> Memory size
    >> 
    >> 
    >> 
    >> Daer all,
    >> 
    >> I have the problem. I could not run the regression,
    >> because I have always the warning message
    >> "memory.size". from the help file I learned that it is
    >> possible to increase the memory size, but I did not
    >> undestand how could I do it. Could you please explaine it
    >> to me. I would be very grateful for it.
    >> 
    >> 
    >> The second question: I obtained from the regression the
    >> coefficient "6.003e-3" and "0.0345e+3". What daos it
    >> mean?
    >> 
    >> 
    >> 
    >> Thanks a lot, Silika
    >> 
    >> ______________________________________________
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    >> 

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