Speed up lmer function in R

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粉色の甜心
粉色の甜心 2021-02-01 07:32

I would like to share some of my thoughts when trying to improve the model fitting time of a linear mixed effects model in R using the lme4 package. <

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  •  没有蜡笔的小新
    2021-02-01 07:57

    lmer() determines the parameter estimates by optimizing the profiled log-likehood or profiled REML criterion with respect to the parameters in the covariance matrix of the random effects. In your example there will be 31 such parameters, corresponding to the standard deviations of the random effects from each of the 31 terms. Constrained optimizations of that size take time.

    It is possible that SAS PROC MIXED has specific optimization methods or has more sophisticated ways of determining starting estimates. SAS being a closed-source system means we won't know what they do.

    By the way, you can write the random effects as (1+Var1+Var2+...+Var30||Group)

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