SLOW split() function
On Wed, Oct 12, 2011 at 4:56 AM, ivo welch <ivo.welch at gmail.com> wrote:
thanks, josh. ?in my posting example, I did not need anything except coefficients. ?(when this is the case, I usually do not even use lm.fit, but I eliminate all missing obs first and then use solve crossprod(y,cbind(1,x)) crossprod(cbind(1,x)).) ?this is pretty fast.)
solve(cbind(1,x), y) should be even faster, and more numerically stable, [and less likely to make certain people want to cast you into the outer darkness, where there is SAS and gnashing of teeth]
alas, I will need to figure how to get coef standard errors faster in this case. ?summary.lm() is really slow.
The code from summary.lm that actually computes the standard errors is fairly efficient; you could extract that. -thomas
Thomas Lumley Professor of Biostatistics University of Auckland