Re: st: Re: The speed of the MFX command and Stata 9

[Thomas Corneli�en <cornelissen@mbox.iqw.uni-hannover.de>]

Larry and Friedrich,
indeed, after updating my version of Stata 8.0 to Stata 8.2 (which I should 
have done long before.....) the running times of -mfx compute - 
after -hetprob- in the large model mentioned before are:

Stata 8.0: > 39 hours
Stata 8.2: 15 minutes
Stata 9: 10 minutes

It seems to me there is still a bit of difference between Stata 8.2 and 
Stata 9 but the largest speed-up of -mfx- was actually implemented between 
Stata 8.0 and Stata 8.2.
So Larry should check if his version of Stata 8 is already updated.

Thomas


------------------------------ Thomas Corneli�en wrote:

> Friedrich,
> my initial experience with -mfx- taking more than 39 hours after 
> a -herprob- estimation was based on a model with 44 regressors and 87 000 
> observations, CPU speed 1,92 Ghz, and the following version of Stata 8:
>
> . update query
> Stata executable
>    folder:               D:\Programme\Stata8\
>    name of file:         wstata.exe
>    currently installed:  23 Jan 2003
>    latest available:     10 Jan 2005
>
> Indeed, it does not look very updated. I am about to update it and I'll 
> run the model again afterwards to see if there is a difference.
> Thomas
>
>
>
> ---------  Friedrich H�bler wrote:
>
> > I would like to hear more about your experience with -mfx-. When you
> > say that the large model had not finished after 39 hours, are you
> > talking about Stata 8.0 or Stata 8.2 with all the latest updates? I
> > recall that the speed of -mfx- was increased significantly after the
> > initial release of Stata 8.
> --- Thomas Corneli�en wrote:
> > I have made the experience that -mfx- has been considerably speeded
> > up in Stata 9.
> > My experience relies on -mfx- after the heteroscedastic probit
> > model -hetprob-. For example, in one model Stata 8 took 3:24 hours
> > for -mfx
> > compute- after -hetprob-, while Stata 9 took 1 minute 24 seconds. A
> > larger
> > model hadn't finished after 39 hours in Stata 8, but it took only
> > 10 minutes in Stata 9.
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