What is your favorite free tool on Linux for multivariate logistic regression?
Possibilities I've seen:
Do people have experience with large data?
If you want to use Python, you can use the scikit-learn, which relies on Scipy. See the documentation for an example of the logistic regression:
This implementation is based on liblinear, thus it scales reasonably well. In addition, it implements L1 and L2 penalization, for sparse or shrunk regression, when dealing with high-dimensional data.
R is a full statistical computing environment, featuring a programming language especially designed and optimized to this purpose and an enormous an high quality library tightly covering the whole are of data science. SciPy is just a BLAS for Python with some support to basic statistics.