Supplementary Material

Manuscript

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.

Contents

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).

Authors

Patrick Zietkiewicz patrick.zietkiewicz@warwick.ac.uk

Ioannis Kosmidis ioannis.kosmidis@warwick.ac.uk