High speed regression

[Ed_dup_96]

I am trying to run batch regressions on a pretty sizable set of data.  About ~1M distinct groups of data, each wtih 30-500 x,y pairs.

A batch macro with a linear regression works ok - but it is really slow.  Started at about 2-3s per regression.  After stripping out bunch or reporting from the macro, I am down to ~2s.  This is still feels quite slow compared to something purpose built.

Has anyone experimented with higher speed versions that just dump out m,b, & r2?

[Ashish]

I had a similar issue.. the most amount of time is consumed in opeing R instance for the regression for every iteration. I worked around by- instead of using regression tool, use R tool and write your regression with Group by argument in there.

[Atabarezz]

Actually what we need seems to be a very similar case with TS model factory...

But this time "Regression model factory"...

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