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Re: st: performance improvement with compiled code
Shige Song <firstname.lastname@example.org> asks:
> Has anyone done any benchmark tests on the performance gain by using the
> newly introduced compiled code plugin in Stata 8.1? I am really curious to
> know how big the difference it can make. Thanks!
This is VERY problem dependent. The biggest speed-up's are typically obtained
when you use a plugin to replace lots of interpreted lines of ado code. For
example, replacing a loop over the observations with a plugin is almost always
a good idea.
To give you a feel for how much speed can be gained, I recently wrote a
program to perform local polynomial regression. The program loops over the
observations in a smoothing grid (which can be as large as _N). For each
iteration of the loop, it forms the terms of a k-th order polynomial, runs a
k-th order polynomial regression, and saves off the estimated intercept from
In my case, replacing the loop with a plugin resulted in code that ran
anywhere from 4 to 10 times faster, depending on _N and k.
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