Speeding up npreg

Previous Topic Next Topic
classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view

Speeding up npreg

Michael Haenlein
Dear all,

I am using npreg from the np library to run a Kernel regression. My dataset
is relatively large and has about 3000 observations. The dependent variable
is continuous and I have a total of six independent variables -- two
continuous, two ordinal and two categorical.

The model converges without problems but it takes a very long time to do so
(nearly one hour).

Is there any way to speed up the npreg function to decrease the running
time? Or is there another function/ package for Kernel regression that may
be faster?

Any advice would be much appreciated



        [[alternative HTML version deleted]]

[hidden email] mailing list -- To UNSUBSCRIBE and more, see
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.