Flexmix taks long time…

July 19, 2010

(This article was first published on Shige's Research Blog, and kindly contributed to R-bloggers)

I am running a mixture logit model on a sample of 10,000 cases. The model takes a long time (3-4 hours) to run, which makes it nearly impossible to try different specifications and such. It probably makes sense to use a subsample for exploratory analysis then fit the final model on the full sample.

This post describes how to draw a random sample in R.

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