I guess the simplest approach is to read the data in pieces, and accumulate
the SSCP matrix. Then use the Cholesky decomposition to get the estimates.
You're quite literally doing the regression `by hand', though.
V&R's S Programming has an example where the two authors had two solutions
to a similar question posted here years ago (just `large regression', not
necessarily larger than memory). That might help you as well.
Andy
From: paul king
>
> Hi folks,
>
> Anyone has reference or splus code for linear regression mode
> for data
> larger than
> the memory? We can't afford S+7 now.
>
> Cheers, Paul
>
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