It looks like you are using Stata7 and I don't think there is a fast version
of statsby prior to version 8. To get more specific than Nick's loop
description, you could get the speed improvements of the new -statsby- like
this (assuming you aren't using any additional -if- conditions on the model:
gen tintcp=.
gen tslope=.
bysort month: gen int monthN=_N
local last=_N
local i=1
while `i'<`last' {
local j=`i'+monthN[`i']-1
regress returns factor in `i/`j'
replace tintcp = _b[_cons] in `i'/`j'
replace tslope = _b[factor] in `i'/`j'
local i=`j'+1
}
Michael Blasnik
[email protected]
p.s. I haven't tested this code, but it should be close.
----- Original Message -----
From: "Subhankar Nayak" <[email protected]>
To: <[email protected]>
Sent: Saturday, June 26, 2004 10:48 AM
Subject: st: Re: Re: Re: RE: Multiple commands under "By varlist"?
> Thanks Michael.
> You are right.
>
> The statsby in our mainframe version of stata seems very old.
> I get the following info:
>
> . which statsby
> /usr/local/stata7/ado/base/s/statsby.ado
> *! version 1.0.8 01jun2001
>
> I will talk to my university system administrator to update these...
>
>
> ----- Original Message -----
> From: "Michael Blasnik" <[email protected]>
> To: <[email protected]>
> Sent: Saturday, June 26, 2004 10:22 AM
> Subject: st: Re: Re: RE: Multiple commands under "By varlist"?
>
>
> > I wonder if you are using an up-to-date -statsby- that included some
> > dramatic speed improvements for larger panel datasets like you are
> > sing. -which statsby- shows the following for me:
> >
> > *! version 2.0.5 13apr2004
> >
> > The key speed improvement is from doing away with the -if- statements in
> the
> > group identification in the code and instead using -in-. I find that
> > statsby with a regression on 1000 panels takes only slightly longer than
> > by...:regress. Your finding of 15-20x longer indicates that you are
most
> > likely using the older version.
> >
> > Michael Blasnik
> > [email protected]
>
*
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