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From | Maarten Buis <maartenlbuis@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: RE: regression coefficient by group |
Date | Thu, 8 Dec 2011 09:31:09 +0100 |
On Thu, Dec 8, 2011 at 6:18 AM, Rui Zeng wrote: > Nick's suggestion of statsby works really well. However, I still have an issue: the speed. I have to run 4000 regressions/month over a period of 300 months, with statsby I think that will takes me about 10+days to get the result. That is something that should never happen if I use STATA, so dear statalisters, any good suggestions? That has nothing to do with Stata but just with the number of regression you want to run: 1.2 milion. Stata is quick, but even -regress- takes a little time. 1.2 milion times a little is still a lot. Say your regression takes 1 second than just doing the regression, and ignoring the overhead due to saving the results, will take 1.2*10^6/(60*60*24) = 13.9 days. I suspect that for a lot of models -regress- will actually be quicker than 1 second, but saving results will also takes a little time, so I think that your estimate of approximately 10 days is about right and as good as can be expected. One option would be to split this task over multiple computers. Say there is a computerlab in your institution, that is closed during the weekend. Than, 30 computers doing each 2 months should be finished in one weekend. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/