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RE: st: RE: -collapse- versus homebrew


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: -collapse- versus homebrew
Date   Mon, 21 Feb 2005 19:30:53 -0000

I doubt that this follows. 

-collapse- is still interpreted code 
as well. 

It's doing what you're doing, plus 
some other checks. 

That said, you can reduce the margin
by using -collapse, fast-. 

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

Chris Ruebeck
 
> 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.

> 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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