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biglm's Introduction

This is basically Alan Miller's modification (AS274) of the other 
Gentleman's (AS 75) regression by incremental QR decomposition. It has 
been lifted out of the "leaps" package and wrapped with an lm-like 
interface to make experimentation easier. 

The calculation of the sandwich covariance estimator in the same single 
pass over the data is new.

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biglm's Issues

Mixed effects

Hello,

Is there any way to include random effects with biglm?
(I have 1000 repeated measures for each individual)

I'd like to fit a big model (30GB) and lme4 is not able to deal with databases so big.

Regards.

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