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Could the benefits of faster marginal effects be made available to avid -logit- users such as Maarten via a, tentatively named -dlogit-? That would restore the symmetry in my view...
HTH
Martin
-------- Original-Nachricht --------
> Datum: Fri, 20 Mar 2009 14:34:50 -0000
> Von: "Schaffer, Mark E" <[email protected]>
> An: [email protected]
> Betreff: RE: st: dprobit/nocons/mfx question
> Some off-list discussion with Kit Baum reveals a very compelling reason
> for retaining -dprobit- as a documented command: it is *much* faster
> than -mfx-.
>
> An example with the toy auto dataset is below. -dprobit- is 30x faster.
> I'm using IC Stata 10.1 and a nothing-special wintel desktop machine.
>
> Kit made a very good point, which is that this suggests there is a good
> case for asking StataCorp to tweak -mfx- so that it spots it is dealing
> with -probit- and can do whatever it is that -dprobit- does to get the
> marginal effects so much faster.
>
> --Mark
>
> . sysuse auto
> (1978 Automobile Data)
>
> .
> . timer clear
>
> . timer on 1
>
> . forvalues i=1/100 {
> 2. qui dprobit foreign weight turn trunk mpg
> 3. }
>
> . timer off 1
>
> . timer list
> 1: 0.61 / 1 = 0.6100
>
> .
> . timer on 2
>
> . forvalues i=1/100 {
> 2. qui probit foreign weight turn trunk mpg
> 3. qui mfx
> 4. }
>
> . timer off 2
>
> . timer list
> 1: 0.61 / 1 = 0.6100
> 2: 19.45 / 1 = 19.4530
>
>
> > -----Original Message-----
> > From: [email protected]
> > [mailto:[email protected]] On Behalf Of
> > Maarten buis
> > Sent: Friday, March 20, 2009 9:01 AM
> > To: [email protected]
> > Subject: Re: st: dprobit/nocons/mfx question
> >
> >
> > --- On Thu, 19/3/09, Martin Weiss wrote:
> > > How strong a case is there for the continued existence of
> > > -dprobit-? Somehow, it creates more problems than it
> > > solves...
> >
> > The case for keeping -dprobit- is a case for backward
> > compatability, which is one of the strong points of Stata.
> > To maintain backward compatability, you should be very
> > careful about dropping a command. Basicly you should only
> > do so if it gives truely wrong results, and that is not the
> > case with -dprobit-. An altarnative to dropping the command
> > would be to depreciate it to an undocumented command (see:
> > -help undocumented-). That may not be a bad idea, but than
> > again, I usually use -logit- rather than -probit- so I
> > wouldn't notice anyhow.
> >
> > -- Maarten
> >
> > -----------------------------------------
> > Maarten L. Buis
> > Institut fuer Soziologie
> > Universitaet Tuebingen
> > Wilhelmstrasse 36
> > 72074 Tuebingen
> > Germany
> >
> > http://home.fsw.vu.nl/m.buis/
> > -----------------------------------------
> >
> >
> >
> >
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
> --
> Heriot-Watt University is a Scottish charity
> registered under charity number SC000278.
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
--
Martin Weiss
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*
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