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st: xtlogit is slow
Stata List Users:
I've noticed that xtlogit is slow compared to SAS genmod to get logistic
regressions using an exchangeable correlation model. For large data
sets (300,000 rows-15 variables) xtlogit takes 45 minutes, SAS takes 1.5
minutes. The results are identical.
Is there any way to speed this up? There was a post a few years back
that suggested changing the number of points used in the approximation
to the integral.
Does anyone know how to do that or other ways to speed up xtlogit?
Thanks in advance.
Mitchell Berman
Columbia University
New York
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