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Re: st: mfx and speed


From   "Tamas Bartus (tbartus)" <[email protected]>
To   [email protected]
Subject   Re: st: mfx and speed
Date   Mon, 19 Jan 2004 15:47:24 +0100

David Clingingsmith <[email protected]> wrote

> 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?

I wrote a program called margin that computes the marginal effects and the
standard errors analytically. It should produce the effects much quicker.

It is available at the website http://www.bkae.hu/bartus/stata
You can also install it using the net from "http://www.bkae.hu/bartus/stata"; command.

> 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.

I do not know the answer but mfx also runs slowly on Windows platforms, provided
the dataset is huge enough. 

Best wishes,

Tamas

------------------------------------------------

Tamas Bartus, PhD
Assistant Professor, Department of Sociology and Social Policy
Budapest University of Economic Sciences and Public Administration
1093 Budapest, Fovam ter 8.
Phone: +36-1-217-51-72        Fax:   +36-1-217-44-82
Homepage: http://www.bke.hu/bartus



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