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st: mvsumm calculation time


From   Thad Daniel Calabrese <[email protected]>
To   [email protected]
Subject   st: mvsumm calculation time
Date   Mon, 04 Aug 2008 20:42:47 -0400

Hi -

I have calculated the standard deviation of firm-level revenue using the recommended mvsumm command such as:

mvsumm Revenue, stat(sd) win(5) gen(rev5ysd) end

I have the 64-bit version of Stata 10 SE (and a 64-bit computer). My sample size is over 1.1 million observations covering over 200,000 firms over 6 years. It took my computer about 24-hours to compute this statistic (although it worked just as advertised and gave me exactly the result I needed). 

Does anyone have any recommendations to speed up computing time since I need to compute about 8 more similar commands and don't want to tie up my Stata for over a week? Or do I just need to accept the calculation time since my data is so large?

Thanks,

Thad Calabrese
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