Regression with 15000 rows and 50 variables

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alpedhuez
alpedhuez 2020년 12월 5일
댓글: alpedhuez 2020년 12월 5일
I have a dataset with 15000 entries. I like to run regression with 50 independent variables. Is it realistic that a PC (Bench 0.42, 0.31, 0.36, 0.45, 0.42, 0.33) can handle it?

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John D'Errico
John D'Errico 2020년 12월 5일
편집: John D'Errico 2020년 12월 5일
Trivial. Tiny fractions of a second.
I assume that you mean 50 INDEPENDENT variables, as you have not provided sufficient information otherwise.
A = randn(15000,50);b = randn(15000,1);
timeit(@() A\b)
ans =
0.0058952493235
So 0.006 seconds. Not fast enough? Sigh. And it looks like your computer is faster than mine on the bench figures.

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