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: Maximum Likelihood with mata vs Stata
From
"Amparo Nagore Garcia" <[email protected]>
To
[email protected]
Subject
st: Maximum Likelihood with mata vs Stata
Date
Tue, 25 Mar 2014 21:22:45 +0100
Hello everyone,
I am estimating my own likelihood function of a correlated competing risks model following chapter 11 "Mata-based likelihood evaluators" of "Maximum Likelihood Estimation with Stata" from William Gould , Jeffrey Pitblado and Brian Poi.
So I have programmed in mata the evaluator function and I have used ml maximize to maximize the function. I am using Stata 11.
I have a large dataset and three destination states. I have to estimate 130 variables.
I have the impression that it is not faster than the estimation using my likelihood function estimated using my stata code for the evaluator function. Is it possible? It may be due to the fact that I am maximizing the function using "ml maximize", and in this case I am not taking advantage of the matrix computation. Is there any trick to make it faster?
Any help will be really appreciated.
Thank you very much in advance.
Amparo
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/