[R] Antwort: Buying more computer for GLM

[g.russell at eos-finance.com]

Hello,

at the moment I am doing quite a lot of regression, especially 
logistic regression, on 20000 or more records with 30 or more 
factors, using the "step" function to search for the model with the 
smallest AIC.   This takes a lot of time on this 1.8 GHZ Pentium 
box.   Memory does not seem to be such a big problem; not much 
swapping is going on and CPU usage is at or close to 100%.    What 
would be the most cost-effective way to speed this up?    The 
obvious way would be to get a machine with a faster processor (3GHz 
plus) but I wonder whether it might instead be better to run a dual-
processor machine or something like that; this looks at least like a
problem R should be able to parallelise, though I don't know whether it 
does.

Thanks for your help,
 
George Russell