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I am running a regression with lots of regressors (due to multiple interactions). R has been evaluating this regression for over 6 hours now and I keep receiving messages like:

...centering vec 2 i:6356053 c:2.0e-007 d:3.2e-001(t:2.1e-006)
ETA:7/21/2016 5:43:18 PM

I couldn't find anything about this type of message on the web, does anyone know what it means?

JBDonges
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    You might have to tell us what you used to get this output. "A regression" is pretty broad, and could refer to any one of 1000s of functions in 100s of packages. – thelatemail Jul 19 '16 at 02:41
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    This particular regression is using the felm command from the lfe package. – JBDonges Jul 19 '16 at 02:54

1 Answers1

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The error originates from the C source for lfe (line 214). According to the source:

  • i is the number of iterations you've gone through to try to converge on a solution (so in the OP's case, 6.35 million...)
  • c is your convergence rate for a given iteration
  • d is delta
  • t is your target

The message itself appears to be a primitive progress bar to keep you apprised of how many iterations you've done and the ETA of a result. In this case, it appears you are having troubles converging on a solution. The reason for why this is is be a better question for Cross Validated and you would be best served by providing them with a minimal reproducible example.

A good start on your own would be to carefully read the lfe documentation and vignettes. There is an entire vignette about speed that suggests other functions you may want to try (apart from felm) if your procedure is going slowly or not converging.

Community
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HFBrowning
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  • Thanks, But what is the meaning of it? How to overcome it? – splinter Apr 06 '17 at 23:31
  • I figured I'd post first - perhaps you or the OP could read C. I can read it like a 5 year old might. I'll check it out when I have more time - with some digging could probably figure it out. I assume the ETA is the estimated time of arrival for your result though :) (And honestly it sounds like this is just a primitive version of a progress bar for a long-running process) – HFBrowning Apr 06 '17 at 23:33