Agree with Nick's comments on this; but just for the record, it need
not take that long if you can get away from the "in i" type syntax,
which slows Stata down tremendously. Here is some code that massages
28,534 observations in 28.5 seconds -- not quite 3 seconds, but a
factor of 10 for interpreted code (kdensity, ipolate) vs. compiled code
(as eViews doubtless is using) is not too shabby. I have seen a factor
of 100 in favor of compiled code in other software. A 10:1 speed
disadvantage of interpreted code is reasonable.
Hey, and Vince was right about speeding up graphics--generating a graph
of the 28,534 points only took 3.2 seconds!
Lest you think these timings are coming from some supercomputer,
they're not--they are run on a 1 Ghz laptop, which is, in dogs' years,
dead.
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set rmsg on
use http://www.stata-press.com/data/r8/nlswork.dta,clear
kdensity ln_wage, n(1000) gen(grid dens) nograph
su ln_wage, meanonly
local new =r(N)+1000
set obs `new'
g newwage = grid[_n-r(N)]
g newdens = dens[_n-r(N)]
replace newwage = ln_wage if newwage==.
sort newwage
g n = _n
ipolate newdens n , gen(new2dens)
su newwage new2dens if ln_wage<.
twoway line new2dens newwage if ln_wage<.
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