[R] Matrix Size

[paul s]

On 07/14/2010 06:10 PM, Douglas Bates wrote:
> R stores matrices and other data objects in memory.  A matrix of that
> size would require
>> 2e+06*170000*8/2^30
> [1] 2533.197

great, that is my understanding as well..

> probably easier, rethink your problem.

yes. i am starting to do that now as i have run into the same memory 
issue with my code and wanted to look at statical packages for crunching 
huge amounts of data.

> Results from a linear regression producing 170,000 coefficient
> estimates are unlikely to be useful.  The model matrix is essentially
> guaranteed to be rank deficient.

interesting, i also stated this point as observations grew and plotting 
the regression had minimal impact on the characteristics, however i am 
working with an academic that claims all observations are needed to 
reflect a pure hedonic index.

is this what you mean by rank deficient?
http://en.wikipedia.org/wiki/Rank_%28linear_algebra%29

thank you for your response.

cheers
paul