I am running a set of regressions using mlogit with mfx to get marginal
effects. Each regression has between 1.5 and 3.5 million observations and
estimates 5 coefficients for three values of the independent variable.
As I've learned, mfx with standard errors takes a very long time to run.
So far its used 41 hours of CPU time on a Solaris machine (dual 800 Mhz
processors) without giving me one marginal effect, and when I've asked it
to run without computing the errors it takes 10 hours or so per maringal
effect.
My questions are:
1. Is there another way to get marginal effects with standard errors other
than mfx?
2. Am I much better off using a Windows box with a 2.4Ghz processor? I
would need to add memory to it to get it to hold the dataset.
Best,
David Clingingsmith
Ph.D. Candidate
Department of Economics
Harvard University
email: [email protected]
office: 617-588-1473
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