Dear Jeff, Thank you so much and apologies for the typo in I() - it was silly.
I will try the biglm package - thanks! Sincerely, Milu On Sat, Jun 17, 2017 at 9:01 PM, Jeff Newmiller <jdnew...@dcn.davis.ca.us> wrote: > I have no direct experience with such horrific models, but your formula is > a mess and Google suggests the biglm package with ffdf. > > Specifically, you should convert your discrete variables to factors before > you build the model, particularly since you want to use predict after the > fact, for which you will need a new data set with the exact same levels in > the factors. > > Also, your use of I() is broken and redundant. I think formulas > > lny ~ id + year + x1 + I(x1^2) + x2 + I(x2^2) > > or > > lny ~ id + year + x1^2 + x2^2 > > would obtain the intended prediction results. > > -- > Sent from my phone. Please excuse my brevity. > > On June 17, 2017 11:24:05 AM PDT, Miluji Sb <miluj...@gmail.com> wrote: > >Dear all, > > > >I am running a panel regression with time and location fixed effects: > > > >### > > > >reg1 <- lm(lny ~ factor(id) + factor(year) + x1+ I(x1)^2 + x2+ I(x2)^2 > >, > > data=mydata, na.action="na.omit") > >### > > > >My goal is to use the estimation for prediction. However, I have 8,500 > >IDs, > >which is resulting in very slow computation. Ideally, I would like to > >do > >the following: > > > >### > >reg2 <- felm(lny ~ x1+ I(x1)^2 + x2+ I(x2)^2 | id + year , data=mydata, > >na.action="na.omit") > >### > > > >However, predict does not work with felm. Is there a way to either make > >lm > >faster or use predict with felm? Is parallelizing an option? > > > >Any help will be appreciated. Thank you! > > > >Sincerely, > > > >Milu > > > > [[alternative HTML version deleted]] > > > >______________________________________________ > >R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > >https://stat.ethz.ch/mailman/listinfo/r-help > >PLEASE do read the posting guide > >http://www.R-project.org/posting-guide.html > >and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
