[R] SLOW split() function
Thomas Lumley
tlumley at uw.edu
Tue Oct 11 21:11:15 CEST 2011
On Wed, Oct 12, 2011 at 4:56 AM, ivo welch <ivo.welch at gmail.com> wrote:
> thanks, josh. in my posting example, I did not need anything except
> coefficients. (when this is the case, I usually do not even use
> lm.fit, but I eliminate all missing obs first and then use solve
> crossprod(y,cbind(1,x)) crossprod(cbind(1,x)).) this is pretty fast.)
solve(cbind(1,x), y) should be even faster, and more numerically stable,
[and less likely to make certain people want to cast you into the
outer darkness, where there is SAS and gnashing of teeth]
> alas, I will need to figure how to get coef standard errors faster in
> this case. summary.lm() is really slow.
The code from summary.lm that actually computes the standard errors is
fairly efficient; you could extract that.
-thomas
--
Thomas Lumley
Professor of Biostatistics
University of Auckland
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