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st: Re: MC/bootstrap


From   baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: MC/bootstrap
Date   Tue, 22 Oct 2002 11:04:07 -0400

--On Tuesday, October 22, 2002 2:33 -0400 Stas wrote:

    stas> A clear example of where it would be beneficial is the Monte
Carlo /     stas> bootstrap situations. As long as both are implemented
as ado files rather     stas> than internal commands, there would be no
benefits from trying to run it     stas> in a multiprocessor environment,
I am afraid :(.
I don't see the need for multithreading, Beowulf, etc. if one has a gazillion MCs or BS estimates to compute. I have three Unix boxes; when I need to do a whole lotta simulations, I just have box 1 run the simuls for sample sizes n1-n2, box 2 those for n3-n4, box 3 for n5-n6 and n7-n8 (since one of them is a multiprocessor Sun, I can run more than one Stata process running on it without slowing down the other). When all those jobs are done, I have a bunch of .dta files which Stata will be happy to append into the final set of MC results.

So if you have a cluster of machines, why not just split up the job? It would seem to me that simul and bstrap are eminently parallelizable, and that much simpler solutions than a parallel computing cluster are needed to generate the results of a simulation experiment. There are tasks which really require parallel computing, but it doesn't seem to me that independent Monte Carlo simulations are among them.

Kit

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