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Re: st: RE: Quantile regression runtimes


From   Jacob Felson <[email protected]>
To   [email protected]
Subject   Re: st: RE: Quantile regression runtimes
Date   Sat, 5 Jun 2010 15:49:57 -0400

Martin,

Sorry I was vague.  The analytical sample was 673,721.

Jacob Felson



On Sat, Jun 5, 2010 at 3:28 PM, Martin Weiss <[email protected]> wrote:
>
> <>
>
> " on a very
> large dataset (the Census' 2008 American Community Survey 1% samples)."
>
>
> How large is the dataset exactly, Jacob? Remember, you cannot presume every
> listmember is familiar with this dataset, even though in your profession it
> may well be famous...
>
>
> HTH
> Martin
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Jacob Felson
> Sent: Samstag, 5. Juni 2010 21:04
> To: [email protected]
> Subject: st: Quantile regression runtimes
>
> I'm curious about the runtimes for quantile regression.  I am running
> decile regressions (.1, .2, .3, .4, .5, .6, .7, .8, and .9) on a very
> large dataset (the Census' 2008 American Community Survey 1% samples).
>  Runtimes generally decrease as deciles increase:
>
>
> Runtimes are in minutes
>
> .1    74.27413
> .2   34.95253
> .3     13.1072
> .4    8.738133
> .5    8.738133
> .6   4.369067
> .7     6.5536
> .8    8.738133
>
>
> I'm very curious -- why is the runtime for .1 regression so much
> higher than for .2?  And what might explain the general pattern of
> these runtimes?
>
>
> Thanks,
>
> Jacob Felson
> Assistant Professor
> Department of Sociology
> William Paterson University
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