st: Slow performance with mlogit

[Mike Lacy <Michael.Lacy@colostate.edu>]

I'm running -mlogit- on a large data file (N = about 165,000 cases), 
with 3 outcomes. -mlogit- has been quite slow, taking several minutes 
for some models.  So, for a comparison, I ran a model with 6 
covariate, which required about 10 seconds of wall-clock in Stata 
(v9.2, under Win XP) but only about 1/4 second in SPSS. The SPSS 
coefficient estimates were identical to at least 4 or 5 significant 
digits to Stata's results, even though SPSS took a few more 
iterations. I have had other mlogit models with large N perform quite 
poorly in Stata as compared to SPSS.  This seems a strange and 
unreasonable difference to me, and while 10 sec. vs. 1/4 sec for this 
particular model is not a big deal, several minutes for other models 
estimates in Stata is. Is there anything I might be able to "tune" in 
Stata here?  The issue appears to be the time per iteration, not 
factors affecting the number of iterations required.

Regards,
=-=-=-=-=-=-=-=-=-=-=-=-=
Mike Lacy
Fort Collins CO USA
(970) 491-6721 office






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