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


From   Thomas Cornelißen <cornelissen@mbox.iqw.uni-hannover.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Re: The speed of the MFX command and Stata 9
Date   Mon, 19 Sep 2005 10:16:34 +0200

Larry and Friedrich,
indeed, after updating my version of Stata 8.0 to Stata 8.2 (which I should have done long before.....) the running times of -mfx compute - after -hetprob- in the large model mentioned before are:

Stata 8.0: > 39 hours
Stata 8.2: 15 minutes
Stata 9: 10 minutes

It seems to me there is still a bit of difference between Stata 8.2 and Stata 9 but the largest speed-up of -mfx- was actually implemented between Stata 8.0 and Stata 8.2.
So Larry should check if his version of Stata 8 is already updated.

Thomas


------------------------------ Thomas Cornelißen wrote:

Friedrich,
my initial experience with -mfx- taking more than 39 hours after a -herprob- estimation was based on a model with 44 regressors and 87 000 observations, CPU speed 1,92 Ghz, and the following version of Stata 8:

. update query
Stata executable
folder: D:\Programme\Stata8\
name of file: wstata.exe
currently installed: 23 Jan 2003
latest available: 10 Jan 2005

Indeed, it does not look very updated. I am about to update it and I'll run the model again afterwards to see if there is a difference.
Thomas



--------- Friedrich Hübler wrote:

I would like to hear more about your experience with -mfx-. When you
say that the large model had not finished after 39 hours, are you
talking about Stata 8.0 or Stata 8.2 with all the latest updates? I
recall that the speed of -mfx- was increased significantly after the
initial release of Stata 8.
--- Thomas Cornelißen wrote:
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.

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