Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: SAS vs STATA : why is xtlogit SO slow ?
From
[email protected]
To
[email protected]
Subject
st: SAS vs STATA : why is xtlogit SO slow ?
Date
Wed, 1 Feb 2012 18:58:12 +0100
Dear Statalist,
I have a very large panel dataset (about 7mo observations, 70 000
individuals, 50 points on average per individual) and I tried
desperately to estimate a fixed effect logit using : xtlogit, fe with
Stata...
Unfortunately the log likelihood never converge and stops at iteration
1 or 2 saying that the matrix is not semi definite positive...
(Iteration 0: log likelihood = -1.#INF , etc)
However when I try with SAS (using proc Logistic with the strata
option) the computation is quite long (more than one hour) but at
least I can see the results...
My question is : how is that possible ? I believed that storing the
database into the RAM (as STATA do) would speed computations... and I
would love to use xtlogit (or clogit) instead of using SAS...
any idea ?
Many thanks,
Francesco
*
* 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/