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For analyzing large chunks of data, don't use the API. Use the Stack Exchange Data Explorer (SEDE), that's what it's there for. SEDE data lags real-time by 1 to 5 weeks, but that's no big problem for most statistical purposes.

If you really must use the API, follow these guidelines:

1. Register your app.
2. Make sure you do not bust your quotas.
3. Monitor and respect the backoff flag.
4. For anything more, contact the API team and negotiate for special access.