HPGENSELECT never finish

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HPGENSELECT never finish

Hi, All

I would appreciate anyone who can help me on this.

PROC HPGENSELECT has been released as a high-performance variable selection for GLMs.

Recently, I have been trying this procedure on GAMMA. INVERSEGAUSSIAN, GAUSSIAN and TWEEDIE.

My dataset was about 30K obs with 141 variables to choose from.

First, I was running it on Linux server, which only allowed me to run as a single-machine process.

Then, it took about 28-58 minutes to finish GAMMA depended on the traffic.

The question is, why would it never finish the INVERSEGAUSSIAN?

The batch had been running for 8 hours once, after GAMMA (I wrote a macro which run fine for 100 obs),

it just never finished INVERSEGAUSSIAN. The was no error, no stopping, no more log, just kept on running.

Have you guys run into this situation?

Any help is appreciated!!!

Thanks

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