Many thanks for your replies. I appreciate that. 

I tried what you suggested and it did work for the Poisson model (glm,
"poisson" familly). Unfortunately, the negative binomial (glm.nb) did not
work as I work the following message:

Warning messages:
1: In ifelse(y > mu, d.res, -d.res) :
  Reached total allocation of 1535Mb: see help(memory.size)
2: In ifelse(y > mu, d.res, -d.res) :
  Reached total allocation of 1535Mb: see help(memory.size)

Any other suggestions as to how i could fit a negative binomial model to
400.000x21?

Many thanks,  

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