RE: st: xtlogit is slow

["Mitchell F. Berman" <mfb1@columbia.edu>]

Thank you to Joseph for that ado file to test xtlogit, and to Dave for 
also checking the timing.
This data set took 1.5 minutes on my computer, so the issue must be 
related to my data set.

I don't understand the numerical methods well enough to know whether 
unbalancing in the panel variable affects the process.  I have 2420 
groups with between 1 and 2609 observations per group; avg 107. Dave's 
groups are more balanced.

Standard logistic regression runs in seconds on my data-- though because 
the method is entirely different, this probably means little.

I will check the link provided by Maarten-- perhaps there is some real 
difference between SAS and Stata concerning the methods.  Stata has a 
de-identified version of my data set.  I'm waiting to hear back.

Mitchell Berman
Columbia University





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