Fitting linear models and generalized linear models with large data sets in R

Abstract

We present an estimating algorithm to fit linear and generalized linear models not involving the QR decomposition. Some new R functions are presented and discussed. For large data sets, comparisons with respect to the well-known lm() and glm(), as well as to biglm() and bigglm() from the package biglm, show that the proposed functions speed up computation while preserving numerical stability and accuracy