Displaying 2 results from an estimated 2 matches for "econ_bankruptcy".
2011 Jun 29
1
lmer() computational performance
...nts for about 10 of
the variables, the rest come in as fixed effects. We are running into
a wall of time to execute these models.
A sample specification of all random effects:
lmer(Y ~ 1 + (x_078 + x_079 + growth_st_index +
retail_st_index + Natl + econ_home_st_index +
econ_bankruptcy + index2_HO + GPND_ST | state),
data = newData, doFit = TRUE)
Computation time is near 15 minutes.
System ELAPSED User
21.4 888.63 701.74
Does anyone have any ideas on way's to speed up lmer(), as well any
parallel implementations, or approaches...
2011 Jun 30
0
help with interpreting what nnet() output gives:
...nts for about 10 of
the variables, the rest come in as fixed effects. We are running into
a wall of time to execute these models.
A sample specification of all random effects:
lmer(Y ~ 1 + (x_078 + x_079 + growth_st_index +
retail_st_index + Natl + econ_home_st_index +
econ_bankruptcy + index2_HO + GPND_ST | state),
data = newData, doFit = TRUE)
Computation time is near 15 minutes.
System ELAPSED User
21.4 888.63 701.74
Does anyone have any ideas on way's to speed up lmer(), as well any
parallel implementations, or approaches...