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Re: st: -xtmixed- performance problem


From   Morten Hesse <[email protected]>
To   [email protected]
Subject   Re: st: -xtmixed- performance problem
Date   Sat, 11 Sep 2010 16:14:19 +0200


Hello Toby
How many observations do you have for each id? If there aren't too many, maybe you are asking too much of the model.

Den 11-09-2010 14:28, Hobst skrev:
Hello everybody

I want to run the following two-way error component regression in xtmixed,
with cluster robust standard errors

xtmixed y x1 x2 x3 x4 || _all: R.id || datevar:, mle residuals(, by(id))


Without the term residuals(,by(id)) the regression is very fast, but with
the the option included, it did only 2 iterations in 48h.

Does anybody have any idea, what i could do to speed the regression up? Is
there maybe an option to decrease accuracy or something like that?

Thank you very much for your support.

Regards
Toby
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