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madhuri
2019 May 25
3
Increasing number of observations worsen the regression model
I have the following code:
```
rm(list=ls())
N = 30000
xvar <- runif(N, -10, 10)
e <- rnorm(N, mean=0, sd=1)
yvar <- 1 + 2*xvar + e
plot(xvar,yvar)
lmMod <- lm(yvar~xvar)
print(summary(lmMod))
domain <- seq(min(xvar), max(xvar))??? # define a vector of x values to
feed into model
lines(domain, predict(lmMod, newdata = data.frame(xvar=domain)))??? #
add regression line, using
2019 May 27
0
[R] Increasing number of observations worsen the regression model
Yes, it is important that it only happens with certan BLAS, so probably not really an R issue.
However, there has been some concern over the C/Fortran interfaces lately, so if you could narrow it down to a specific BLAS routine, it could prove useful for the developers.
One fairly easy thing to do would be to find the breakdown point. I speculate that it could be at 16384 (=2^14) and that some