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Is my data set too large

Aimin Yan wrote:
Your "p" is a factor with many levels, so the design matrix for your
model is roughly 500000 x 2000. That gives 1 billion (US) entries of 8
bytes, so you need at least 8 GB just to store the design matrix. So
either you don't want "p" in the model or you have indeed exceeded your
capacity.