[R] Antwort: Buying more computer for GLM

From: <g.russell_at_eos-finance.com>
Date: Wed 30 Aug 2006 - 22:47:34 EST


Hello,

at the moment I am doing quite a lot of regression, especially logistic regression, on 20000 or more records with 30 or more factors, using the "step" function to search for the model with the smallest AIC. This takes a lot of time on this 1.8 GHZ Pentium box. Memory does not seem to be such a big problem; not much swapping is going on and CPU usage is at or close to 100%. What would be the most cost-effective way to speed this up? The obvious way would be to get a machine with a faster processor (3GHz plus) but I wonder whether it might instead be better to run a dualprocessor  machine or something like that; this looks at least like a problem R should be able to parallelise, though I don't know whether it does.

Thanks for your help,  

George Russell



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