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st: ML programming in Mata vs MATLAB
From
Cyrus Levy <[email protected]>
To
[email protected]
Subject
st: ML programming in Mata vs MATLAB
Date
Fri, 18 Oct 2013 02:28:59 -0700
My maximum likelihood programs in Stata run very slowly. Changing some
parts of the programs to run in Mata speeds up the process but MATLAB
still estimates the same ml estimator faster. Sometimes the speed
difference is about an hour, and sometimes it's more than that. Would
writing the ml programs completely in Mata make them run as fast as they
run in MATLAB?
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