.
It takes 54 seconds on my laptop.
-Dave
. do "/var/folders/AJ/AJjttUSSFdSi1HiInJZyY++++TI/-Tmp-//SD00651.000000"
. clear *
. set more off
. set memory 100M
Current memory allocation
current memory
usage
settable value description (1M =
1024k)
--------------------------------------------------------------------
set maxvar 5000 max. variables allowed 2.067M
set memory 100M max. data space 100.000M
set matsize 400 max. RHS vars in models 1.254M
-----------
103.321M
. set seed `=date("2008-07-08", "YMD")'
. set obs 300000
obs was 0, now 300000
. *
. generate byte depvar = uniform() > 0.5
. generate byte catvar1 = floor(4 * uniform())
. forvalue i = 1/12 {
2. generate float other_var`i' = uniform()
3. }
. generate byte rand = floor(9 * uniform())
. generate int panelvar = floor(3000 * uniform())
. timer clear 1
. timer on 1
. xi: xtlogit depvar i.catvar1 other_var* if rand <7, i(panelvar) pa
i.catvar1 _Icatvar1_0-3 (naturally coded; _Icatvar1_0
omitted)
Iteration 1: tolerance = 2.886e-06
Iteration 2: tolerance = 2.193e-10
GEE population-averaged model Number of obs
= 233408
Group variable: panelvar Number of groups
= 3000
Link: logit Obs per group: min
= 47
Family: binomial avg
= 77.8
Correlation: exchangeable max
= 106
Wald chi2(15)
= 18.77
Scale parameter: 1 Prob > chi2
= 0.2245
------------------------------------------------------------------------------
depvar | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
_Icatvar1_1 | .0077015 .0116875 0.66 0.510 -.
0152056 .0306086
_Icatvar1_2 | .0213159 .0117154 1.82 0.069 -.
0016459 .0442778
_Icatvar1_3 | -.0017835 .0117167 -0.15 0.879 -.
0247479 .0211809
other_var1 | .0003397 .0143455 0.02 0.981 -.
0277769 .0284563
other_var2 | -.0074464 .0143168 -0.52 0.603 -.
0355067 .0206139
other_var3 | -.0054181 .0143215 -0.38 0.705 -.
0334876 .0226514
other_var4 | .0065459 .0143327 0.46 0.648 -.
0215456 .0346375
other_var5 | .0086643 .0143549 0.60 0.546 -.
0194707 .0367994
other_var6 | .024404 .0143424 1.70 0.089 -.
0037066 .0525146
other_var7 | .0125822 .0143138 0.88 0.379 -.
0154724 .0406369
other_var8 | -.0029192 .0143368 -0.20 0.839 -.
0310189 .0251804
other_var9 | -.00545 .0143595 -0.38 0.704 -.
0335942 .0226941
other_var10 | .0050038 .0143494 0.35 0.727 -.
0231206 .0331282
other_var11 | -.0380009 .0143391 -2.65 0.008 -.066105
-.0098967
other_var12 | .0203525 .0143351 1.42 0.156 -.
0077437 .0484488
_cons | -.0186582 .0262054 -0.71 0.476 -.
0700199 .0327035
------------------------------------------------------------------------------
. timer off 1
. timer list
1: 54.86 / 1 = 54.8610
. exit
end of do-file
On Jul 8, 2008, at 7:56 AM, Joseph Coveney wrote:
> Mitchell F. Berman wrote:
>
> Good thought on the xtlogit issue, but no, the if clause is not the
> problem. Takes closer to an hour, I think, for the entire data set,
> but
> I've only done this once. I can tell that it is running slowly,
> because
> each iteration takes many minutes.
> I sent this issue in to Stata Tech Support. I'm hoping they
> investigate it.
>
> --------------------------------------------------------------------------------
>
> I'm curious to see what they discover, because the do file below,
> which has
> 15 variables, 300,000 observations, and the command line that you
> showed
> earlier in the thread takes only 2.5 minutes (149.9250 seconds) on my
> boat-anchor-disguised-as-a-PC. There must be something very
> peculiar about
> your particular dataset or machine set up.
>
> Joseph Coveney
>
> clear *
> set more off
> set memory 100M
> set seed `=date("2008-07-08", "YMD")'
> set obs 300000
> *
> generate byte depvar = uniform() > 0.5
> generate byte catvar1 = floor(4 * uniform())
> forvalue i = 1/12 {
> generate float other_var`i' = uniform()
> }
> generate byte rand = floor(9 * uniform())
> generate int panelvar = floor(3000 * uniform())
> timer clear 1
> timer on 1
> xi: xtlogit depvar i.catvar1 other_var* if rand <7, i(panelvar) pa
> timer off 1
> timer list
> exit
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
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*
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* http://www.ats.ucla.edu/stat/stata/