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st: RE: -collapse- versus homebrew


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: -collapse- versus homebrew
Date   Mon, 21 Feb 2005 14:33:56 -0000

I'll make a guess. -collapse- can never be 
faster than customised code that focuses
on exactly what you want to do, as typically 
you are replacing a few hundred lines of 
Stata with a few. 

Nick 
n.j.cox@durham.ac.uk 

Chris Ruebeck

> When we generate bootstrapped standard errors and perform Monte Carlo 
> analyses, it's useful to make the code as speedy as possible.  So I 
> thought about -collapse- for a moment and performed the 
> following speed 
> test listed below.  The timing results follow it, showing that my 
> homebrewed version was twice as fast as -collapse-.
> 
> I'm not surprised at this result---collapse bears lots of 
> overhead---but I'm wondering if there any general rules to indicate 
> when -collapse- might be faster, if ever.  I do value 
> debugging time if 
> -collapse- shortens it for me, but in this case upfront 
> debugging time 
> would seem to be small compared to the total time spent actually 
> running the bootstrap or Monte Carlo.
> 

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