[R] Increasing number of observations worsen the regression model

Ivan Krylov kry|ov@r00t @end|ng |rom gm@||@com
Mon May 27 10:47:54 CEST 2019

On Sat, 25 May 2019 14:38:07 +0200
Raffa <raffamaiden using gmail.com> wrote:

> I have tried to ask for example in CrossValidated 
> <https://stats.stackexchange.com/questions/410050/increasing-number-of-observations-worsen-the-regression-model> 
> but the code works for them. Any help?

In the comments you note that the problem went away after you replaced
Intel MKL with OpenBLAS. This is important.

The code that fits linear models in R is somewhat complex[*]; if
you want to get to the bottom of the problem, you may have to take
parts of it and feed them differently-sized linear regression problems
until you narrow it down to a specific set of calls to BLAS or LAPACK
functions which Intel MKL provides.

One option would be to ask at Intel MKL forums[**].

Best regards,


[**] https://software.intel.com/en-us/forums/intel-math-kernel-library/

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