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st: announcing statsbyfast - a faster statsby


From   "Michael Blasnik" <michael.blasnik@verizon.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: announcing statsbyfast - a faster statsby
Date   Thu, 17 Jul 2003 11:13:25 -0400

Given a recent thread on Statalist about how slow statsby can be when
working with large panel datasets and some private email interest in some
code I had written to do faster bygroup regressions, I took the plunge and
re-worked the official Stata -statsby- command so that it uses the
faster -in- method of identifying by groups instead of the -if- method.
This approach provides all of the flexibility of statsby, but with a 6x-10x
speed improvement on larger panel datasets.  The new ado -statsbyfast- is
now posted on SSC for downloading.  statsbyfast is statsby with fewer than
10 lines of changed code and it works identically as far as I can tell.

Michael Blasnik
michael.blasnik@verizon.net



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