st: Re: mvsumm calculation time

[Kit Baum <baum@bc.edu>]

< >
mvsumm is written in ado-file code. It probably should be rewritten  
to take advantage of Mata. Since -mvsumm- was implemented, Stata  
added the rolling: prefix. It might be faster to use -rolling- (which  
creates a separate dataset of summary statistics when combined with - 
summarize-) in this case.


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Aug 5, 2008, at 02:33 , statalist-digest wrote:


> 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?
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