<p>In this paper, we study the subsampling technique for hypothesis testing in generalized linear models with large-scale datasets, focusing on testing simple null hypotheses against composite linear alternatives. We propose a subsample-based test statistic and show that it converges to non-central chi-square distributions under Pitman’s local alternatives. The optimal subsampling distribution that maximizes power requires iterative calculations on the full data, which is computationally infeasible. Furthermore, it depends on the true parameter, which cannot be consistently estimated under Pitman’s local alternatives. We maximize a lower bound of the non-central parameter to define the power enhancing probability and utilize side information under the alternative to replace the true parameter. Extensive simulations and an application to a real dataset on flight delays and cancellations show that the proposed method offers a computationally viable solution for hypothesis testing in the realm of big data.</p>