Re: st: Computation Speed for Bootstrapping

[Jeph Herrin <stata@spandrel.net>]

One trick is to re-use the estimation from each model as the starting values
for the next one. So after calling xtprobit, save the matrix e(b) and then
use it with the -from(b)- option.

   xtprobit ...
   matrix b=e(b)
   xtprobit ...., from(b)

But to do this, I think you'll have to write your own bootstrap code (not too difficult).
Or you may get by with using -bootstrap:-, if you reuse the same matrix for each
bootstrap.

Hope this helps,
Jeph


On 11/26/2011 10:31 PM, Danny Dan wrote:
> Dear All,
>
> How to increase computation speed while generating standard errors
> using bootstrapping for panel data probit model (xtprobit,
> vce(bootstrap))?
>
> Reduction in the number of replications (reps()) is of no help.
>
> Please let me know.
>
> Thank you,
>
> Regards,
>
> Malini
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