I am estimating a piecewise exponential, mixed-effects, survival model with
recurrent events. Each individual in the dataset gets an individual
interpret (where using a PWP approach). Our full dataset has 10 million
individuals, with 180 million events. I am not sure that there is any
framework which can accommodate data at that size, so we are going to
sample. Our final sample size largely depends on how quickly we can
estimate the model, which brings me to my question: Is there a way to
mutli-thread/core the model? I tried to find some kind of instruction on
the web and the best lead I could find was a reference to this list serve.
Any help would be greatly appreciated.