[R-sig-ME] Efficient mixed logistic reg w 500k individuals

Mitchell Maltenfort mm@|ten @end|ng |rom gm@||@com
Thu Dec 24 02:19:59 CET 2020


Here’s a fun one for you (I hope)

I’m mucking about with a logistic regression that may have about 30 million
records for half a million individuals.

Yes, I have a large RAM machine - 64 Gig.  And I’ve used nAGQ 0 and other
recommendations from
http://angrystatistician.blogspot.com/2015/10/mixed-models-in-r-bigger-faster-stronger.html?m=1
 which should be reasonable for the large data.

It works but I’d still be interested in tweaks to improve speed or
accuracy.  Any ideas?
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