[R] unable to get bigglm working, ATTN: Thomas Lumley

stephenb Stephen.Bond at cibc.com
Mon Jul 5 15:45:14 CEST 2010


the model fails to converge after more than 3 hours ( I went home so don't
know how long it took)

> bigglm (formula = resp ~ relage+I(relage^2)+termfac+ri , 
+   data = a, family = binomial(link='logit')); 
Large data regression model: bigglm(formula = resp ~ relage + I(relage^2) +
termfac + ri, 
    data = a, family = binomial(link = "logit"))
Sample size =  12758187 
failed to converge after 8  iterations
Warning message:
In bigglm.function(formula = resp ~ relage + I(relage^2) + termfac +  :
  ran out of iterations and failed to converge

SAS converges 
NOTE: PROC LOGISTIC is modeling the probability that resp='1'.
NOTE: Convergence criterion (GCONV=1E-8) satisfied.
NOTE: There were 12758187 observations read from the data set
SRVRUSER.COMMIT.
NOTE: The data set WORK.OUT3 has 11 observations and 15 variables.
NOTE: PROCEDURE LOGISTIC used (Total process time):
      real time           2:25.42
      cpu time            1:16.79

I did not see a trace argument in bigglm. is there another way to see what
is happening?
Thank you.
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