What you are suggesting seems like a very efficient and powerful way of
coding it.
Thanks for your help.
Let me try this and will let you you know about the computational times.
Thanks.
----- Original Message -----
From: "Michael Blasnik" <[email protected]>
To: <[email protected]>
Sent: Saturday, June 26, 2004 10:56 AM
Subject: st: Re: Re: Re: Re: RE: Multiple commands under "By varlist"?
> It looks like you are using Stata7 and I don't think there is a fast
version
> of statsby prior to version 8. To get more specific than Nick's loop
> description, you could get the speed improvements of the new -statsby-
like
> this (assuming you aren't using any additional -if- conditions on the
model:
>
> gen tintcp=.
> gen tslope=.
> bysort month: gen int monthN=_N
> local last=_N
> local i=1
> while `i'<`last' {
> local j=`i'+monthN[`i']-1
> regress returns factor in `i/`j'
> replace tintcp = _b[_cons] in `i'/`j'
> replace tslope = _b[factor] in `i'/`j'
> local i=`j'+1
> }
>
>
> Michael Blasnik
> [email protected]
>
> p.s. I haven't tested this code, but it should be close.
>
> ----- Original Message -----
> From: "Subhankar Nayak" <[email protected]>
> To: <[email protected]>
> Sent: Saturday, June 26, 2004 10:48 AM
> Subject: st: Re: Re: Re: RE: Multiple commands under "By varlist"?
>
>
> > Thanks Michael.
> > You are right.
> >
> > The statsby in our mainframe version of stata seems very old.
> > I get the following info:
> >
> > . which statsby
> > /usr/local/stata7/ado/base/s/statsby.ado
> > *! version 1.0.8 01jun2001
> >
> > I will talk to my university system administrator to update these...
> >
> >
> > ----- Original Message -----
> > From: "Michael Blasnik" <[email protected]>
> > To: <[email protected]>
> > Sent: Saturday, June 26, 2004 10:22 AM
> > Subject: st: Re: Re: RE: Multiple commands under "By varlist"?
> >
> >
> > > I wonder if you are using an up-to-date -statsby- that included some
> > > dramatic speed improvements for larger panel datasets like you are
> > > sing. -which statsby- shows the following for me:
> > >
> > > *! version 2.0.5 13apr2004
> > >
> > > The key speed improvement is from doing away with the -if- statements
in
> > the
> > > group identification in the code and instead using -in-. I find that
> > > statsby with a regression on 1000 panels takes only slightly longer
than
> > > by...:regress. Your finding of 15-20x longer indicates that you are
> most
> > > likely using the older version.
> > >
> > > Michael Blasnik
> > > [email protected]
> >
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
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