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st: R: Speed up xtlogit


From   "Carlo Lazzaro" <[email protected]>
To   <[email protected]>
Subject   st: R: Speed up xtlogit
Date   Mon, 29 Jun 2009 10:04:15 +0200

Dear Frauke,
the most basic hint would entail a question: did you write a .do file for
your model to be run? Recently, running with Stata 9/2 SE a 10,000
iterations Monte Carlo simulation with 8 independent variables, I noticed a
55% time reduction (from 1.20 hours to 45 minutes)using a .do file instead
of invoking each command line separately.

All the Best for your research project and Kind Regards,
Carlo
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di
[email protected]
Inviato: lunedì 29 giugno 2009 9.47
A: [email protected]
Oggetto: st: Speed up xtlogit

Hello,

I am running a logit modell for panel data (100.000 observations, 4 
independent variables, 4 controll variables). My problem is that stata 
needs almost 12 hours (or more) to run one modell. Does somebody knows how 
to increase the speed of the regression?

Best regards

Frauke Ruether


___________________________________

Frauke Rüther, Dipl.-Kffr., M.A.
Research Associate
University of St.Gallen
Institute of Technology Management
Dufourstrasse 40a
CH - 9000 St. Gallen

Phone   +41 (0)71 224 7225
Fax        +41 (0)71 224 7301
Email    [email protected]
Web      www.item.unisg.ch

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