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Re: st: The speed of the MFX command and Stata 9

From   Thomas Cornelißen <>
To   <>
Subject   Re: st: The speed of the MFX command and Stata 9
Date   Fri, 16 Sep 2005 09:37:28 +0200

Hi Larry,
I have made the experience that -mfx- has been considerably speeded up in Stata 9.
My experience relies on -mfx- after the heteroscedastic probit model -hetprob-. For example, in one model Stata 8 took 3:24 hours for -mfx compute- after -hetprob-, while Stata 9 took 1 minute 24 seconds. A larger model hadn't finished after 39 hours in Stata 8, but it took only 10 minutes in Stata 9.

However, I have no experience with -mfx- after -intreg-, so I couldn't tell you for sure it would also be quicker. Maybe other users have experience with this.

Thomas Cornelissen
Empirical Economic Research
University of Hannover, Germany

Larry worte:

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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