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cspark
2011 Jul 29
4
finding a faster way to run lm on rows of predictor matrix
Hi, everyone.
I need to run lm with the same response vector but with varying predictor vectors. (i.e. 1 response vector on each individual 6,000 predictor vectors)
After looking through the R archive, I found roughly 3 methods that has been suggested.
Unfortunately, I need to run this task multiple times(~ 5,000 times) and would like to find a faster way than the existing methods.
All three