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Re: st: RE: -collapse- versus homebrew


From   Chris Ruebeck <ruebeckc@lafayette.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: -collapse- versus homebrew
Date   Mon, 21 Feb 2005 14:24:04 -0500

I'll accept the guess. But note that my example was only twice as fast, so there would still seem to be some point where the more efficient coding of -collapse- wins.

Chris

On Feb 21, 2005, at 9:33 AM, Nick Cox wrote:


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.

Chris Ruebeck wrote


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-.
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