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

Mitchell Maltenfort mm@|ten @end|ng |rom gm@||@com
Sat Dec 26 21:58:01 CET 2020


I’ll keep that in mind if lme4 chokes.  Thanks!

On Sat, Dec 26, 2020 at 3:07 PM Phillip Alday <me using phillipalday.com> wrote:

> If you're up for branching out from R a little, then MixedModels.jl in
> Julia should be able to handle this. And if it can't, then I would very
> interested in fixing that shortcoming. :)  I'm also willing to help you
> get the Julia code running.
>
> The previous paragraph was a bit of self advertising, but I can add even
> more in. :D With my JellyMe4 package, you can fit a model in Julia, then
> move it back to lme4/R to take advantage of the wonderful ecosystem for
> plotting, post-hoc comparisons, etc. that's grown up in R general and
> around lme4 in particular.
>
>
> Best,
> Phillip
>
> On 24/12/20 2:19 am, Mitchell Maltenfort wrote:
> > 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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