Al Feiveson wrote:
Thanks for your suggestion, but I don't think it's -bs-. I tested to see what
would happen if I didn't resample at all, but kept estimating and testing on the
original data - same problem. In this test program, I also took out all the
-lincoms- and -test- commands and just redid the estimation. There was still a
very small increase in execution time with iteration number, but nowhere near
what it was before.
--------------------------------------------------------------------------------
A mystery to me . . . In a limited trend test (below), estimation followed by
-test- doesn't seem to give any indication that they would progressively bog
things down. Maybe you could have Stata-savvy colleagues take a look at your
code-- they might be able to see something you're overlooking.
Joseph Coveney
===============do-file================================
version 11.0
clear *
set more off
sysuse auto
tempname memhold
tempfile tmpfil0
forvalues iterations = 100(200)900 {
timer clear 1
timer on 1
quietly forvalues iteration = 1/`iterations' {
postfile `memhold' int iteration str11 predictor ///
double p using `tmpfil0', replace
regress price c.(mpg headroom trunk weight length ///
turn displacement gear_ratio) i.(rep78 foreign)
foreach predictor in mpg headroom trunk weight ///
length turn displacement gear_ratio {
test `predictor'
post `memhold' (`iteration') ("`predictor'") (`r(p)')
}
postclose `memhold'
}
timer off 1
display in smcl as text _newline(2) "Iterations: `iterations'"
timer list 1
display in smcl as text %4.2f r(t1) / `iterations' * 100 " s / 100"
}
exit
===============Output===========================
Iterations: 100
1: 3.07 / 1 = 3.0740
3.07 s / 100
Iterations: 300
1: 9.79 / 1 = 9.7940
3.26 s / 100
Iterations: 500
1: 16.53 / 1 = 16.5340
3.31 s / 100
Iterations: 700
1: 21.27 / 1 = 21.2700
3.04 s / 100
Iterations: 900
1: 27.42 / 1 = 27.4200
3.05 s / 100
.
. exit
end of do-file
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