Re: st: SAS vs STATA : why is xtlogit SO slow ?

[k7br@gmx.fr]

Dear Amir,

The STRATA option in proc logistic should indeed account for
individual fixed effects.. (see here
http://www.ats.ucla.edu/stat/sas/faq/conditional_logit_sas.htm)
I am very sad not being able to use XTLOGIT with my database... (my
computer has 12go RAM, proc i7)

Any more ideas ?
Thx

On 2 February 2012 01:25, Amir Sariaslan <amir.sariaslan@gmail.com> wrote:
> Francesco,
>
> If I'm not mistaken, the SAS syntax generates cluster-robust standard
> errors - not fixed effects logistic regression. The equivalent syntax
> in Stata would thus be: -logit depvar indepvar, cluster(clustervar)
> or-. For further information as to the differences between the models,
> see: http://repec.org/usug2007/crse.pdf
>
> Amir
>
> On Wed, Feb 1, 2012 at 6:58 PM,  <k7br@gmx.fr> wrote:
>> 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
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