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Date:         Mon, 14 Apr 2003 16:18:25 -0700
Reply-To:     cassell.david@EPAMAIL.EPA.GOV
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         "David L. Cassell" <cassell.david@EPAMAIL.EPA.GOV>
Subject:      Re: MME in Proc IML and in Proc Mixed
Content-type: text/plain; charset=iso-8859-1

JoŽl Rivest <jrivest@CDPQINC.QC.CA> wrote: > I try to analyse a random coefficient model using Proc IML and for this, I need to build the mixed model equations (MME) associated with the problem. To build the MME I need to square a matrix that is 5800 rows by 1372 columns. That operation requires a lot of time with Proc IML. However, when I perform the same analysis with Proc Mixed, the solutions and the MME are produced within few seconds. I changed the "worspace" and "symspace" option of Proc IML but it didn't improve anything. My question is why Proc Mixed is so efficient in building the MME (or IML so inefficient) and there is a way to improve the efficiency of Proc IML for that purpose (building the MME)?

5800 by 1372? That's kind of large. Have you computed how much space PROC IML needs in order to work with this? Your machine may be doing a lot of page-swapping in order to go through all the steps you have incorporated. PROC MIXED is all nice an compiled to do the matrix manipulations as efficiently as possible, while PROC IML may have to do a fair amount of interpreation of your IML code, and you may not be specifying the most optimal methods of matrix manipulation. Still, I'll guess that the size of your rectangular matrix is leading to page-swapping, and the I/O is making the difference.

My recommendation is not to use PROC IML for tasks which are suited to PROC MIXED. And I find it somewhat disturbing that you have a 5800 x 1372 matrix in the first place. Just how many coefficients are you specifying? Aren't you concerned about variable-selection problems?

HTH, David -- David Cassell, CSC Cassell.David@epa.gov Senior computing specialist mathematical statistician


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