Questions tagged [speedglm]
14 questions
9
votes
2 answers
How to resolve integer overflow errors in R estimation
I'm trying to estimate a model using speedglm in R. The dataset is large (~69.88 million rows and 38 columns). Multiplying the number of rows and columns results in ~2.7 billion which is outside the integer limit. I can't provide the data, but the…
James
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6
votes
1 answer
Why is `speedglm` slower than `glm`?
I am trying to use speedglm to achieve a faster GLM estimation than glm, but why it is even slower?
set.seed(0)
n=1e3
p=1e3
x=matrix(runif(n*p),nrow=n)
y=sample(0:1,n,replace = T)
ptm <- proc.time()
fit=glm(y~x,family=binomial())
print(proc.time()…
hxd1011
- 885
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6
votes
2 answers
R - Error using summary() from speedglm package
I'm using speedglm to estimate a logistic regression model on some data. I've created a reproducible example which generates the same error that I get using my original data.
library(speedglm)
n <- 10000
dtf <- data.frame( y = sample(c(0,1), n, 1),
…
pietrop
- 1,071
- 2
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- 27
3
votes
0 answers
Why does broom::tidy occasionally return a wrong type of 'estimate' with speedglm?
It is documented that broom::tidy can tidy a speedglm object: https://broom.tidyverse.org/reference/tidy.speedglm.html. In the following examples, broom::tidy a speedglm object returns some columns as 'fct' rather than 'dbl'. I guess it happens when…
Zhiqiang Wang
- 6,206
- 2
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- 27
3
votes
1 answer
lapply, glm, and speedglm inside a function: argument "data" is missing, with no default
I am using mtcars data to show my problem. The following code works fine with glm. It generates new models by adding each variable in the vlist to the model of glm(vs ~ mpg, family = binomial(), data = mtcars.
check_glm <- function(crude, vlist,…
Zhiqiang Wang
- 6,206
- 2
- 13
- 27
1
vote
0 answers
speedglm returns "$ operator is invalid for atomic vectors" while glm does not
Because I'm working on a logistic regression model with a large data set with many predictor variables, I decided to try working with speedglm.
When I execute
glm(y ~ x1+x2+x3+....+x100, family = "binomial", data = mydata)
it runs without issue,…
Max
- 487
- 5
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1
vote
1 answer
Speeglm $ operator is invalid for atomic vectors
I am trying to execute the following code of a binary logit:
mylogit <- speedglm(dependent_variable ~ InterestRate, data = my_data, family = "binomial")
But I get the following error:
> mylogit <- speedglm(dependent_variable ~ InterestRate, data =…
adrCoder
- 3,145
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1
vote
0 answers
R: speedglm predict does not work, can i modify object?
Can anybody explain why predict does not work with speedglm?
Working code:
library(speedglm)
mtcars2<-mtcars
mtcars2$gear<-as.factor(mtcars2$gear)
mtcars_train<-mtcars2[1:10,]
mtcars_test<-mtcars2[11:nrow(mtcars2),]
model<-speedglm(formula = cyl ~…
HeyJane
- 143
- 4
1
vote
0 answers
Interaction effect plots with speedglm output
I am working with a dataset large enough to make necessary the use of alogorithms more advanced than stats glm in order to compute binomial regression models. glm takes over a week to compute.
Large fixed effects binomial regression in R suggests…
deca
- 730
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1
vote
0 answers
Weighted least squares with speedglm
library(speedglm)
df <- data.frame(y = numeric(30), x = numeric(30), weights = numeric(30))
df$y <- c(5,3,8,3,8,9,3,1,3,5,6,7,8,9,1,4,3,2,4,7,2,5,9,2,3,1,4,5,5,7)
df$x <- c(7,5,3,6,8,9,5,3,1,2,3,6,9,6,3,8,9,0,7,5,3,1,2,3,4,9,7,5,3,2)
df$weights <-…
Tony
- 781
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1
vote
1 answer
Running speedlm on weighted data with missing values
I am trying to run a linear regression on weighted data.
When using speedlm i get an error msg when there are missing values in the data.
library(speedglm)
sampleData <- data.frame(w = round(runif(12,0,1)),
target =…
eliavs
- 2,306
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0
votes
1 answer
fitted values from speedglm() look very different from fitted values with glm()
The fitted values returned from speedglm() look really different from those returned from glm() and i don't know why. For example, if I run this:
data("lalonde")
glm <- glm(married ~ treat + age + educ + black + hisp + nodegr, data = lalonde, family…
C.Robin
- 1,085
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0
votes
1 answer
The new version broom::tidy and speedglm cannot get p values
The following code was from help("tidy.speedglm"). It does not get correct p values. The previous version of broom worked fine, but the current version of broom (0.7.0) does not work. I wonder if this is a bug or something?…
Zhiqiang Wang
- 6,206
- 2
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- 27
0
votes
0 answers
Cross-validation with speedglm for logistic regression in R?
I would like to run a cross-validation function like cv.glm on a logistic regression model built with speedglm on a large (millions of rows) data set. Does any such function exist?
I am finding that cv.glm (from boot package) and the train function…
Steven Barkin
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