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Re: st: RE: Efficient parallel computing in Stata/MP
From
Daniel Feenberg <[email protected]>
To
[email protected]
Subject
Re: st: RE: Efficient parallel computing in Stata/MP
Date
Fri, 27 Sep 2013 08:42:56 -0400 (EDT)
On Fri, 27 Sep 2013, Demian Panigo wrote:
Excuse me... one more point.
When I say many regressions..... many is about one hundred million.
Can I ask what distinguishes the regressions from one another? Is it
bootstrapping? If the regressions differ from each other only in by a
single observation, note that you create a cross-product matrix for the
next regression regression by subtracting one observation from the last
matrix and adding another, no need to do all the arithmetic for the other
observations each time. Saves a lot of arithmetic if you have many
observations, not so much if you have many variables. Stata doesn't
support that, but there was a Fortran package years ago (f4stat I believe
it was called), that was designed just for that.
Daniel Feenberg
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