Re: st: Computation Speed for Bootstrapping

[Danny Dan <danny2011dan@gmail.com>]

Thank you so much for the answer Jeph. However, I do not know how to
write the code as mentioned in your reply. If you can give me further
insight that would be really helpful.

Thanks once again.

On Sun, Nov 27, 2011 at 10:06 AM, Jeph Herrin <stata@spandrel.net> wrote:
> 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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