The current repository provides the Supplementary Material for the manuscript
Zietkiewicz P and Kosmidis I (2023). Bounded-memory adjusted scores estimation in generalized linear models with large data sets.
The Supplementary Material provides
i) the Supplementary Material document that is cross-referenced in the manuscript and contains all numerical results and figures from the case study of Section 4.
ii) R code to reproduce all numerical results in the main text and in the Supplementary Materials document.
The code is organized in the two directories diverted-flights and
biglm.
The diverted-flights directory, apart form code and data, provides a
README file with specific instructions to reproduce the numerical
results, along with the specific versions of the contributed R
packages that have been used.
The biglm directory has a port of the biglm R
package, which implements
the one- and two-pass IWLS variants for solving the bias-reducing
adjusted score equations (Firth,
1993) and for maximum
Jeffreys'-penalized likelihood estimation (Kosmidis & Firth,
2021).
Patrick Zietkiewicz patrick.zietkiewicz@warwick.ac.uk
Ioannis Kosmidis ioannis.kosmidis@warwick.ac.uk