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From |
Thomas Cornelißen <cornelissen@mbox.iqw.uni-hannover.de> |

To |
<statalist@hsphsun2.harvard.edu> |

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

-------------------------------------------------------------------------

Thomas Cornelissen

Empirical Economic Research

University of Hannover, Germany

Larry worte:

-----------------------------

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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**Follow-Ups**:**st: Re: The speed of the MFX command and Stata 9***From:*Friedrich Huebler <huebler@rocketmail.com>

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