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st: The speed of the MFX command and Stata 9


From   "Chavis, Larry Wilson" <chavis_larry@gsb.stanford.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: The speed of the MFX command and Stata 9
Date   Thu, 15 Sep 2005 12:07:12 -0700

Hi,

I have been attempting to run a fixed effects tobit model (despite some
of the pitfalls involved).  The model involves 11,000 villages in 850
counties.  I regressed the log of my Y variable on a set of about 25
continuous and dummy variables and also 850 dummy variables representing
the counties.  I use -intreg- for the regression in Stata SE 8.2 for
UNIX (with a graphical interface through Reflection X).  This takes
about 1.5 hours to complete.  After this estimation I typed - mfx
compute, predict(e(0,.))- since my Y variable is censored at 0.  This
command ran for more than 5 days with no results before my computer
crashed (not related to the Stata process).

My question is would Stata 9 SE (on a 3.4 Ghz Windows machine) run this
appreciably faster than Stata 8 SE or am I just asking too much of
Stata?  I am a grad student so I am trying to wait to upgrade to Stata 9
until I have a job and hopefully a research budget, but since I need to
finish my job market paper in the next 2 months I would gladly upgrade
now if there is a chance Stata 9 would solve my problem.

I did try the command -margin, mean dummies(kec_code1-kec_code841)- but
I got pages and pages of error codes involving the fixed effects that
looked like "s(kec_code841) : "if kec_code1!=1 & kec_code2!=1 &
kec_code3!=1 & kec_code4!=1 & kec_code5!=1 & kec_code6!=1........"

Thanks for any help you can give.
Larry Chavis
PhD Candidate
Stanford Graduate School of Business

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