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Re: st: xtlogit is slow
.
Oops, sorry this only a problem when "if" is placed in a loop, and you
are not doing this.
-Dave
On Jul 7, 2008, at 9:06 AM, David Airey wrote:
.
Does dropping the data to the estimation sample and removing the
"if" change the timing? There has been a lot of discussion about
"if" slowing Stata down. I doubt this is your problem.
-Dave
On Jul 7, 2008, at 8:54 AM, Mitchell F. Berman wrote:
Thank you for the information that changing the integration points
won't help; I won't bother investigating that.
The call to xtlogit that I'm using is:
xi: xtlogit depvar i.catvar1 other_vars if rand <7, pa c(exc)
the c(exc) option is unnecessary--- xtlogit ..., pa is equivalent to
xtgee ..., family(binomial) link(logit) corr(exchangeable)
I can't see what else I'm doing wrong, especially since the
identical data set runs quickly in SAS with results identical to
stata. I'm guessing that the numeric method SAS uses for genmod is
just faster than whatever Stata is using for xtgee.
Mitchell Berman
Columbia University
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