[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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